I'm also shocked that anything is still being supplied with serial lead, most of my computers haven't even got a serial port!!
I don't think any software or drivers comes with the board, the connection to the computer enables you to use a wide range of chess software. (using the UCI or universal chess interface, who would have thought there would be a standard for that!!)
Try here to start
http://www.playwitharena.com/
I have no idea how to use it or what it does though.