Manually. Have a look at the quick start leaflet that came with the router or download the router manual from the support website.
Basically, you connect computer to router by ethernet cable and enter the router's setup screens. Go to wireless section, make sure wirless is enabled and SSID is being broadcast (create a new and unique SSID) Select correct wireless mode (usually mixed or g+b+n). Save settings,exit.
Disconnect cable and detect wireless SSID using your wireless adapter's utilities or Windows Wireless Connection setup.
Once you have a reliable connection, consider choosing the best channel for reliable reception in your environment and to avoid strong neighbouring wireless networks (keep 5 channels away from strongest neighbour). Apply the correct wireless security type for your equipment WPA PSK TKIP is the usual choice.