It depends on what operating system you are using, Windows? Unix? etc...
If you have bought a PC recently, and is running Windows XP, you will have the software preinstalled, but requires activating. Simply click of your desktop, and then press F1 and the Help will come up. Type into the search field "input method editor" or "ime" and instructions on how to add another keyboard layout or Input Method Editor comes up. Just follow the instructions.
If you've got Windows 2000, NT, 98, Me, 95 or 3.x then I suggest having a look on the Microsoft site,
http://www.microsoft.com/msdownload/ieb ... _win32.htm
(that should be a one line link)
and selecting the apropriate one.
Simplified Chinese will have a pinyin input. In the newer versions of the Traditional input, in particular the Microsoft New Phonetic IME 2000a, you can input by drawing the characters, do character search by radical and stroke, and change the input from bopomofo to a pinyin layout. Thus for traditional, it is also possible to get a pinyin input.
For the others, then I'm sorry I can't help you.
Cheers,
Dyl.