How do I connect my BMPCC to the computer?

I shot footage and audio with my camera and now I need to import it to my computer. When I tried sticking the sd card directly into the computer it came up as hundreds of mini clips. Should I get an sd card reader or should I get a cord and directly connect my BMPCC to the computer. Also, is there a good resource for learning how to use DaVinci Resolve? Thanks