To build an EEG that sends data to a Windows 8 laptop using C# or C++, the discussion highlights the need for a clear method to capture and process the EEG signals. The user plans to connect EEG electrodes to an amplification system with circuitry designed to reduce ambient noise and convert analog signals to digital. However, they lack experience interfacing with external devices and are unsure about the protocols to use. A suggestion is made to utilize the microphone or line-in port for capturing the EEG signals, as this hardware typically includes an analog-to-digital converter (ADC). The challenge is that the audio hardware may filter out lower frequencies, which are crucial for EEG analysis. To bypass this, modulating the EEG signal at a higher frequency is proposed. For initial analysis, recording software can be used to capture the audio signal, which can then be saved and analyzed, though this method may be cumbersome. For real-time analysis, a link to a relevant Stack Overflow thread is provided for further guidance.