Look at the output of the command "lspci -v" for the wireless device. Look in the HCL on this site and using google to find out which kernel module you need for that card's controller.
There are 3 steps that need to be done. Sometimes you can use a gui setup program to help out. Each step needs to be done before the next because one relies on the prior to work even if set up correctly.
- Device Driver Selection and Installation
- Set up wireless encryption to match the router or Access Point.
- Configure networking
This site's wiki also has a wireless howto. There is also a wireless howto on the www.tldp.org
Also, I'm sure that your distro's documentation has instructions for setting up wireless.
If the wireless device is internal to your computer, as is common with laptop computers nowdays, you could use Google with the terms of: <your exact model name> Linux Wireless. Often, a people who successfully set up their computer post their configurations on a web page or blog.