What are these trophies that people are talking about?
 

I have played the pc version of the game but I dont know nothing about trophies.

The trophies are only on the PS3 version of the game, since that's the only system that uses them.

Achievements (the same thing, basically) are available for the XBox360 and Steam versions of the game.

I'm guessing you've got the version direct from Telltale, since you don't know about these.