The IR signal from a remote control has a carrier frequency, usually around 38kHz or 40kHz. This helps filter out noise because the system can ignore any signal that's not at the carrier frequency.
The IR modules discussed in this thread strip out the carrier and just output the signal. If you use a straight photodiode connected to an Arduino pin, the pin will see the carrier frequency, and you will have to deal with that signal.
You would connect it to a digital input, but connecting it isn't completely straightforward.