Tell us what you have tried... then we'll know where to start. For eg. Did you try "man wvdial" and "man wvdial.conf"?
Basically, you enter "wvdial" in your terminal and the program follows the instructions in ~/.wvdial.conf - if it doesn't see one, it tries /etc/wvdial.conf. So it follows that you need to set this up. You should also be sure you have a supported modem.