You DO need to buy the data logger as an extra with Davis stations, such as the 6510USB Weatherlink datalogger kit you have noted, for connection to console to a computer and then you can use the Weatherlink software that comes with the Davis datalogger kit, as well as use with the third party programs like Cumulus, etc. The logger kit is available from many online sellers. Make sure you shop around or ask for their unpublished price (under $120).
Paul