how to connect 4-20mA signals to my PC
Remember if your sensors are very sensitive then you should't supply them from PC. If your budget low you can simply use your PC sound card for measurment with few external components like there http://www.marucchi.it/ZRLC_web/INTERFACCIA_ZRLC_p.pdf.
What about data collection - you can simply access your PC sound card with Matlab "Data Acquisition Toolbox" and have sampled data direct in Matlab for further analysis. But much more easier to buy one of these "USB ADC DAC converter" and they have software.