It's a dongle- a hardware device which you buy with the program and you can attach either on an LPT or USB port (you arrange that when you buy the program). If you have not got the dongle when you bought Nuendo, you have been cheated
Of course there are also other ways around this slight annoyance, call them Paradox (hardly working) or Zone, but this is not the appropriate place to get into details. Read the forum rules to find out why (maybe you have not done so yet, being a noob).