The first thing you want to check is that the wireless card is actually enabled. This is different for every laptop, but generally the wireless is enabled/disabled in one of two ways. Some have a dedicated switch on the side that will enable or disable the card. Some have a hotkey like Fn+F2 (or something else) that will turn it on or off.
Here is an example of what a dedicated switch looks like: http://www.myport.com.au/images/faqs/wireless-switch.jpg
Here is an example of a hotkey (Fn+F2 in this case): http://ubuntuforums.org/picture.php?albumid=191&pictureid=583
Once you've made sure that the card is actually enabled, you need to make sure that the wireless is enabled in Windows. It's slightly different in XP/Vista/Win7 but very similar. In Win7 you go to Control Panel > Network and Sharing Center > Change Adapter Settings. Then your Wireless Network Connection should be listed. If it's not enabled, right click on it and click Enable.
If you've taken these steps and it still doesn't work, then there's another problem. Let us know.
(Also, it doesn't make a difference, really, but you posted in the wrong section.)