JTAG ?????????
JTAG cannot be used. At least not easily. The purpose of JTAG is to provide a test interface for chips. Later it was expanded as a programming interface for both logic device like FPGAs and microcontrollers.
To send data from a FPGA to a PC, you need interface programmed into the FPGA. You can find cores for UARTs that will allow the FPGA to talk to Hyperterminal. Of course, these cores consume some of the available logic within the FPGA. If you have plenty of resources, then this is no big deal. If your FPGA is already full, then it is a real problem.
Another method is to pass data from the FPGA to a microcontroller and have the microcontroller provide the link to the PC. The FPGA to microcontroller link can be many different types, I2C, SPI, or a parallel interface. The choice depends again on available logic within the FPGA and available pins.