It should always connect automatically
I guess you have computer/laptop designed for windows 7/8 and you have upgraded to windows10
this means wifi drivers were never written for windows10 and they are working but in "compatible mode" inly because [strike]windows10[/strike] Microsoft promised all drivers will work on windows 10.
Cheapest solution would be to buy even cheap really small (protruding 0.5cm) usb WIFI that war originally made for USB
peace