Assuming you are using some version of windows, and if you're asking a general question, then 1) attach the LAN cable (RJ-45 connector) from your computer RJ-45 port to one of the 4 LAN output ports (also RJ-45 connectors) on your router. 2) Connect the WAN cable (also RJ-45 connector) to the router WAN port and to the modem WAN output (also RJ-45 connector). 3) Power on your computer. 4) Power on your modem, wait about 30 seconds (until all the modem lights are on or the bottom one is flashing), then power on the router. 5) Wait another 10-30 seconds for your computer to acquire a network address from the router and you're go to go.
After you're on the internet, go to the Linksys Support site and enter your model number. You should be able to find the manual for your router.