You configure a WLAN (wireless local area network) on the router and then you connect your wireless client to that WLAN.
When creating the WLAN, I recommend using WPA-2 encryption and a complex password to avoid having other people use your wireless network to do nasty things or worse yet, hack into your computers.
It matters not how straight the gate,
How charged with punishments the scroll,
I am the master of my fate;
I am the captain of my soul.