You use the usb-to-serial adapter to convert the AP cable to usb. You datalog by plugging the AP cable into the OBD-2 port and the usb-serial adapter into your laptop.
When properly connected to your car, in the left side column in ecuExplorer, your ecu ID should appear where it says "ECU (Disconnected)" when you are not connected to your car (car has to be either running or iginition in the "ON" position for you to be connected). Click on that and then go to "realtime data view". Select the items you wish to datalog.
Then to actually perform the datalogging, the best way is to select the rear defog switch under the bottom set of data items. This way to start and end a log, all you have to do is push your rear defog button (You may only have to select the option when you right click on the data items that says "trigger logging on Defog switch" in the latest version). Also select a logging directory for your files to be saved in by right clicking over the data items.
Next go drive and experiment around. Finding the IAM and engine load values can also be done, but thats another story.