How you convey data to the Axon, is a different affair. But the Axon is capable of detecting data as soon as it reaches it, and respond accordingly, in realtime (obviously, there will be a slight delay, albeit measured in microseconds). So if you press a key on your keyboard, send that data via a serial port, then sending it into the Axon, it will respond as soon as the data reaches it.
For software examples, i think there are some tutorials on the SoR site (the link is at the top of the page). Also, Webbot's library has routines to deal with data coming via UART (data received via USB is converted to UART, then sent to the processor; but you shouldn't worry about that). You should check out his library for more info.
If i am not mistaking, there are usb to serial adapters. Just do a search on your favorite electronics dealer. They should have some in stock.
All you need to do is tell your code to send data via serial port, then use a usb to serial adapter to plug the Axon to your serial port, and then have the Axon parse whatever data it receives, and act accordingly. It's definitely doable.
Good luck.