You can connect external inputs that is digital or Analog to PSoC. For PSoC3/PSoC5 the IDE PSoC Creator is used for any design. To have digital inputs in your design, the "Digital Input Pin" component is placed on the design(it is connected to other components if required). SImilarly Analog signals are connected to Analog pins, and the analog pin can be connected to components sucj as Opamp, comparator, ADC, PGA and so on.
If you are new to PSoC3, please see this thread, http://www.cypress.com/?app=forum&id=2232&rID=48893