Welcome to arduino forum! Lots of sensors simply output a voltage to represent measured quantity. Some use more complex ways to communicate with a microcontroller with standard digital interface protocols such as RS232, I2C. There are digital interface protocols that are not standard, basically written by individual manufacturers for their products. Unless you know the part number of the sensor and have access to these protocols (command sets and timing), you can't use the sensor. You often can't reverse engineer the protocols either.
The first thing I would do before connecting up a sensor and my arduino, is to locate the sensor's part number. With that, find a specification sheet and read it. If I can't understand, post the spec sheet and ask for help. I don't simply connect the sensor and blow up the arduino board.