What you'd need to do is connect wired to the router, enter the routers admin panel and look for the wireless settings.
Give the wireless network a name, set up security (so that neighbours can't tap into your wireless network), and make sure the wireless network is activated.
Then, the next time you go wireless, it should list all of the wireless networks it finds. Click on the one that you set up, enter your security code, and then away you go