Can I connect my Lumia 2520 to a Windows 8.x PC via USB Cable?

The Nokia Lumia 2520 USB port functions only in USB Host mode.

The Nokia Lumia 2520 will only operate as a USB master, meaning that you are able to plug in USB peripheral devices such as keyboard, mouse, flash drive, hard drive.

It is not possible to connect a USB host device to another USB host device.