How can i record 1 MHz signal and do a real-time processing in a PC?
Stanley is right and what you need is a data acquisition board. Depending on your application concern, you can either buy it from an online store or build your own if you can do so. 

If you would like to make it on your own, then as MBaz suggested you can select from mini pc boards such as a sufficient Raspperry pi that can either transmit your grasped data to your PC at ethernet 100T speeds or the Pi itself can also be used to do the whole analysis as MBaz indicated.

Unfortunately, here you cannot find help on the hardware design of such a board....