Usually it picks up the wireless signal itself, and there you go.
But, in some cases it will notify you with a "Wireless network found" message, on which you click and click connect.
Obviously if you miss this message you can double click the Wireless icon in your system tray.
Make sure your wiFi is switched on throughout this.
It's really simple
Also, to scan for new networks press "Refresh network list" in the menu that appears after double clicking the wireless icon.
Simple.