You need an ISP (internet service provider). They will most likely provide you with a modem or you can purchase one your self after you figure out what ISP your going with. The ISP tech will hook it up for you if your a new customer.
But just incase,
Modem to the Wireless router's WAN port, then hardwire a computer to the router. Log into the router by imputing the router's IP address (located on sticker attached to router) into an internet browsers URL bar. Then set up your wireless settings. Once done each wireless computer should show the new wireless access point's ssid (name) and give you the option to connect to it.
Side note: When setting up your wireless settings I suggest using WPA as your encryption of choice.