Hi,
You will want to check with www.watlow.com on your question. Typically, the modbus protocol is used over RS-232. Therefore, the cable that you would connect to the controller would be an RS-232 cable from the computer. The "language" that the controller and the computer would use to communicate over the RS-232 cable is Modbus. Here is a link to the Watlow site for their information:
Watlow96 Controller