Question regarding VMU and its cable

[lcomplex]

I see that some vmu such as SKillz have a serial port which allows data to be transferred through a cable...
but I wonder does this transaction require a program? (e.g. the PSX memory card uses Inetract's program) If it does require a program, what is it? Please let me know.

P.S. I would also like to know where can I get a cable for VMU...thanks a lot =)