Hi Ken,
Welcome on this forum. No one will laugh at you, as each single genius has been a newbie at some point. Yes, even J.S. Bach and Aphex Twin.
However your question is way too wide to get an accurate answer...
The Analog Factory is an (virtual) instrument, if you want to record it you will need a (virtual) recorder; here come the
sequencers, which cover many functions such as driving your instrument, record the audio signal that get out of it, apply effects, re-arrange recording orders, etc.
There are many sequencers on the market, from free or few-bucks ones to professional-grade others. You will get far more information by wandering on general music forum such as
GearSlutz and reading magazines like
SoundOnSound or
FutureMusic, just to name a few.
My personal advice : read the docs, experiment, never give up.