Depends what outputs you have on your TV. If it has AV-Out it will probably be two phono (RCA) sockets (one red, one white). If this is the case you need to a phono to mini-jack cable and just plug it into the line-in port on the back of your computer. If it has SCART only, then the easiest option is to get a SCART/Phono converter and then use a phono to m-ni-jack lead in the same way. If it has neither, but it does have a headphone socket, you can use a stereo mini-jack to mini-jack lead. In this last case you will not be able to hear the TV whilst recording, and you will need to experiment a bit with the TV volume setting (fairly low).
Once connected, run Audacity, click Project/New Stereo track, open the volume contriol in the system tray and nake sure that Line Volume is not muted, and that the slider is at the top.
Set the game going, Click the record button in Audacity and use the Input Volume slider on the toolbar to adjust the volume so that at the loudest point, Input level meter is reasonably high without going into the red.