Saw this after replying to the Roland Clan forum, then realised you're asking about the RD-700SX, not the RD-700GX, as the GX comes with Sonar LE.
I assume the SX didn't come with any 'freebies'..
Good news.. there are USB drivers available, so that's a start. It should allow you to connect the RD-700 to your computer. It will be treated as a direct MIDI connection, pretty sure audio isn't sent down the USB connection.
When you find an appropriate music program, you should be able to use the RD-700 as a keyboard controller.
If you wish to record sound from the RD-700, you will need an audio interface. Some audio mixers are now available that also act as audio-to-USB interfaces, and some even include a music sequencer package (admittedly a simplified version), so you might be able to overcome 2 obstacles at once.
Free music sequencer programs are few and far between, so I can't offer a link.