You can send any data from microcontroller to PC and vice versa using USART feature of microcontroller in conjunction with level shifter and serial port/bus of a computer.
To actually detect that something is hooked up to ADC pin using only ADC pin might be difficult if connected device outputs 0V at certain stages. If output device always output anything above 0V, then detection can be based on that fact, hence:
if (detected_voltage > 0V)
something_is_connected_to_ADC_pin = true;
something_is_connected_to_ADC_pin = false;