“The objective of the investigation is to find the conditions which apparently allow the construction of a perpetual motion machine of the second kind, if one permits an intelligent being to intervene in a thermodynamic system.”
This was, supposedly, the first publication to make a theoretical connection of entropy to information. The term "Szilard’s demon", seems to have arisen in the decades to follow. 
Szilard’s ideas or rather calculations of the entropy production occurring when the demon collects information about the speeds of the moving particles in the system, storing the data in his demon memory, found its way famously into the hands of American electrical engineer Claude Shannon in the mid 1940s, via Szilard’s good friend John Neumann, who advised Shannon to information in telegraph and telephone wires (current and voltage highs or lows) by the name entropy, which he ended up doing (to the consternation of modern thermodynamicists). 
1. (a) Szilárd, Leó. (1929). “On the Decrease in Entropy in a Thermodynamic System by the Intervention of Intelligent Beings” (Uber die Entropieverminderung in einem thermodynamischen System bei Eingriffen intelligenter Wesen), Zeitschrift fur Physik, 53, 840-56.
(b) English translation of “On the Decrease in Entropy in a Thermodynamic System by the Intervention of Intelligent Beings” by Anatol Rapoport and Mechthilde Knoller in Maxwell’s Demon 2 (pgs. 110-19) by Harvey Leff and Andrew Rex.
2. Avery, John (2003). Information Theory and Evolution (pg. 81). New Jersey: World Scientific.
3. Bennett, Charles H. (1987). “Demons, Engines, and the Second Law”, Scientific American, 257(5): 108-116, Nov.