Depends on the model.
For the SideWinder 3D Pro and the earliest Precision Pro revisions (with "3D Pro Plus" on the bottom), you'll need a specialized 3DP-Vert adapter. Maybe the original Force-Feedback Pro too, but I'm not certain there.
For the later SideWinder Precision Pro revision, it should have come with a USB adapter already. It actually has the USB interfacing hardware built-in, and the USB adapter in question just connects certain pins to the corresponding ones on the USB plug. Said adapter won't work on the sticks mentioned above.
In neither case would I suggest using a typical gameport-to-USB adapter, since those are built for
analog gameport interfaces. The SideWinder line uses a
digital gameport interface (when it isn't USB), along with many other
Logitech and Gravis offerings from the same time period, and will not work on those adapters at all. (Well, you might have a bit of success with the 3D Pro in analog emulation mode, but again, I'd suggest a 3DP-Vert for that since it was specially built to handle the 3D Pro in native digital mode.)