If you received your router from an ISP they sometimes provide the security information with/on the router. Otherwise you will need to log in to the router via a web browser.
If you are already connected to your network via wireless you may need to connect directly to the router via an Ethernet cable. If you cannot connect via wireless then connect to the router using an ethernet cable.
In windows open command prompt > type ipconfig and look for the default gateway. Type this ip address into your web browser and enter the login details. Once logged in navigate the router page to find your network security key. Its hard to say were it will be as all routers vary but look for security.