There are many devices that use/capable of using Wi-Fi to access a network/Internet.
It is impossible to really cover them all in detail but I will try to give you some general pointers to help when you need to configure your network device.
Most new devices come with the device drivers for the hardware already installed. You will only need to install device drivers if you are adding a wireless connection using an external card.
When you turn on your new laptop, netbook etc the connection will be established automatically or you may be asked to select a network if many are detected.Here is how my machine show the available networks:

Remeber your will probably be different. When your device connects you will see the active network connection in the system tray
, but if it cannot connect for some reason then an inactive icon appears
and you require to manually connect.
This is often the case if the network has been secured. If this is the case when you attempt to access the network you will be prompted to enter your access key.
In the image above showing the networks you can see that both of the networks are secured and hence I will need to know the access key to connect to the network.
The pass key is either 5 or 13 Hex pairs depending on whether you use a 64 bit or 128 bit (recommended) encryption. (WEP)
The same key is used on all the clients that connect to that network
Note: HEX means numbers 0-9 and letters abcdef (not case sensitive).