First, find the wireless network icon on your computer. On Windows laptops, the icon is in the bottom right of your screen on the taskbar, and it looks either like two monitors or five vertical bars. On Macs, it's a wireless symbol at the top right of your screen.
Then click on the icon to see the list of available wireless networks. (On an older laptop running Windows XP, you might instead need to right-click the icon and select "View Available Wireless Networks". On Windows 7 and 8 and Mac OS X, all you have to do is click the Wi-Fi icon.
Finally, select the wireless network. On Mac, that's it, but on Windows, you'll need to click the "Connect" button.
Note: If you can't find the wireless network icon, try going to your control panel (or system settings) and the network connections section, then right-click on the Wireless Network Connection to "View Available Wireless Networks".
If the wireless network you're looking for isn't in the list, you can manually add it by going to the wireless network connection properties as above and clicking on the selection to add a network. On Macs, click on the wireless icon, then "Join Another Network...". You'll have to enter the network name (SSID) and the security information (e.g., WPA password).
Next up: enter the network password, if necessary.