In order to connect Xprog-m to various devices, you will need Device Programmer Desktop, as well as the USB driver for Xprog-m. Given the fact that this piece of hardware is compatible with a wide class of devices (68HC05, 68HC08, 68HC11, EEPROM as well as FLASH memories, and many other) there is no standard way to create a connection, as each of the previously mentioned devices requires specific parameter configurations.
It is strongly recommended that you read the user manual provided by the hardware developer before attempting to use Xprog-m with other devices. It also contains information that you might find useful when it comes to creating a hardware connection.