Rega Saturn R digital download stick to the DAC.


I just purchased a very nice demo Rega Saturn R on Audiogon to add to my existing audio gear which consists of a Krell FPB 600 amp , Mark Levinson 38s preamp, Krell KPS 20i cd player , Krell B&W 800 bass alignment filer [2] balanced. B&W 800 Matrix speakers and all Straightwire Crescendo speaker cables and xlr interconnects. I really wanted to buy the Rega ISIS but funds are not there right now even for a used one. So i settled for a very nice demo Saturn R. I would like to also start steaming music since it has a very good DAC. This is something that i absolutely no nothing about. Not even where to start from. The only thing i read about the Saturn R about that is i will need to download a digital stick for the DAC to start with. With that said does anyone who has a Rega Saturn R know how to or where to find how to download this digital stick ? Very confused as i tried researching this but it only says that you need to download this stick and not where to find this to download. Any info will be very much appreciated 
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Reubent my Rega should arrive in 2 days. I want to thank you very much in responding in great detail . Like i said im very new at this and i never thought i would even want to try streaming music, not with my 2000 plus cds and the sound quality of my Krell KPS 20i. Do you really think the music sounds better streaming? Also in your opinion that you do own a Rega Saturn R how much better is the music quality from streaming compared to hearing a cd on the Rega. I know it also depends on the equipment we have too.
@tattooedtrackman - I can't comment if streaming can/does sound better than CD. I don't use any hi-res, or even CD quality resolution streaming services, so I don't have a valid comparison. I can tell you that streaming lower resolution sources, such as iTunes, YouTube and the free version of Spotify, sound better through the DAC in the Rega than they do using the analog outputs of whatever device I'm streaming through.

Many people on this forum state that streaming the hi-fi version of Tidal sounds the same as their CD player or a CD transport though the same DAC. I would expect that to be correct.

Good luck with the new player. Enjoy!
reubent thank you very much for your time i really did get alot of good info from you!!!