Simply connect the pro micro with the usb cable, as you would for uploading a sketch from the arduino ide. It is recognized as a game controller, you can check it on joy.cpl in windows.
Or if you mean the extra usb connector on the wiring.png, thats for extra power. Earlier i was trying to fit it with 8ch receiver, but there were power issues. I'm going to remove that extra connector soon from the wiring.