There are two ways to connect to a wireless network in Windows 8:-
1) Access the Charms Bar by moving your mouse pointer to the top or bottom right corner (or swiping in from the right of the screen if using a tablet) - choose Settings and then click on the wireless network icon (as highlighted below)
or
2) If working in desktop mode then double click the wireless network icon shown in the taskbar near the clock (as highlighted below)
Either option will show the following screen listing all available wireless networks - click on chosen network
Tick the box if you wish to connect automatically to this network and then click Connect
Enter your wireless password (network security key) and click Next to continue
Choose whether you wish to enable sharing (you will need this if using HomeGroup or sharing printers)
N.B. If using a public wireless network (i.e. in a cafe or hotel) then you should always say No to this option
Once you click Yes or No then your wireless network is now connected
To remove (forget) an existing connection, to change settings or to show estimated data usage - right mouse click on the network name and a menu will appear where you can make a selection