I don't have time to write a full hub right now, but here is a basic step by step guide;
1) Go to the "manage connections" icon, if wi-fi is supported there will be a check box. Select it so it says "On"
2) In the same menu (Manage Connections), scroll down to "set up wi-fi network".
3) Follow the prompts selecting "scan for networks" if you are connecting to a standard wi-fi network.
4) Choose the network you'd like to connect to and enter the key if required. It will take a moment and should connect. If it asks you about a BlackBerry generated pin to connect to the router, select cancel.
Hope that helps, someday I'll write a full hub with screenshots.