You need an audio interface, connect the line outputs of the DX7 to the line inputs of the interface (1 for mono, 2 for stereo), you would record the sounds just like any other instruments.
You also need a midi interface - either an audio interface with built in midi, or a separate midi-to-usb converter. you would connect the midi out of the DX to the midi in of this interface, and set up a new midi keyboard in S1 and select this midi interface as the device.