It's just a standard mini USB connection afaik. Physically, at least. I've never actually tried connecting mine to a PC.
I suspect Sony were just advising people to use the supplied cable as they knew it was fully wired. There's an FAQ covering it here:
https://www.sony.co.uk/electronics/support/portable-music-players-minidisc-portable/mz-n710/articles/00203564
I mam sure someone here will have connected theirs to a PC though and will be able to confirm.