Hi Jason,
Uff..
- you need some microphone preamp.
Your HDSPe interface has two line level XLR analogue inputs.
Microphones has low output voltage for use with line level inputs at interfaces, hence you need that microphone preamp (pre), which is essentially an amplifier optimized for conversion of analog signal from microphone to line level.
Typically it can also provide phantom power, when it's required.
- input from microphone pre will be at Analog 1 (assuming single channel pre and one microphone).
AES I/Os is used for connection of digital devices. AES cable is also terminated by XLR connector, but compared to analog connections, it can carry two channels (stereo) at single cable. Vast majority of microphone preamps are analog devices, unless you'll find some pre, which has built-in ADC (analog to digital converter).
Another common connector type used for analog line level connections is TRS (three pole, Tip, Ring, Sleeve) jack. So if your preamp would have output at TRS, you'll need also appropriate cable to connect it to HDSPe. Such adapter cable will have TRS male connector at source side and XLR male connector at the receiver side.
If you're starting out with cheapest $20 USD microphone (don't expect miracles from that), then you likely don't need anything fancy and something like ART Tube MP or bit better used M AUDIO DMP-3 will be sufficient for that.
Also you can maybe consider some basic book about audio recording, where all the common terminology will be explained in some context.. Basics physics, how microphone and speaker works, analog and digital sound representation.. various mics and its usage, signal types, connectors etc.
Good luck!
Michal