It should be a USB hub, so the connection back to the computer will carry images from the main camera, the Lodestar and allow you to drive the filter wheel. If you connect a ST4 cable from the Lodestar to the mount then provided you have some software (MaximDL, PhD, etc.) that is analysing the guider images and sending guide commands back over the shared USB connection to the Lodestar which are then transmitted to the mount on the ST4 cable then everything will be wonderful.
Hope that help explain how it all fits together. A diagram would be better but that would take too long