Set up wifi network from the Connect set up screen.
From the set up screen of your Connect, click the first prompt for Select Network. Then click your network, click connect and enter your wifi password (if you have one).
Set up wifi network after your Connect has already been set up.
If you've already set up your Connect, but have not yet set up your wifi network, or need to change networks, go to the home screen and click on the wifi button. Then click on your network, click connect and enter your wifi password (if you have one).