The BBB ships with a USB Lead. This fits into the Mini USB socket next to the RJ45 Ethernet connector.

This lead can server the dual purpose of both supplying power to the BBB and allowing the BBB to emulate a USB modem. It is this trick that allows the BBB to be accessed as if it were networked, allowing you to communicate with it using a browser or SSH client on your computer.

You can plug your board in now if you like. After a while, the blue LEDs should flicker and the LED nearest the edge of the board will flash in a ‘heart beat’ pattern.