if you are on windows, go into the control panel and the add/remove programs option will be in there, look for HTC sync, if it's not there you are fine to go ahead and download the drivers needed to root your phone. Obviously if you don't recall going to the HTC website and downloading HTC sync or see it on your desktop or any HTC sync icons down in the notification area there is no need to look for it.
As to rooting your phone, I definitely recommend doing LOTS of research even before attempting. If you take a peek in the root section of this forum or any other forums there are plenty of issues that people run into that could of been avoided by doing research. If you just recently bought your incredible the root process is going to be different for you because you would have an SLCD screen which is not yet supported by the UnrEVOked program. You will have to manually select a different recovery which is available on adrynalyne's website. If you don't understand anything I just told you, that is a very good sign you need to do more research. You don't want to end up with a $600 brick.