System > Preferences > Network Connections
If you don’t have any password security Ubuntu will ask if you want to connect to the available network. I have wireless password secured internet. In order to add my network I opened network connections and clicked Add which opens the window below.
Enter the name of your network at the top and choose whether you want it to connect automatically using the box directly below. There are several tabs but the only one I changed was Wireless Security. If you are on a password protected home network it is most likely that your wireless is WPA & WPA2 Personal so choose that option from the drop down list. Enter your password and click Apply.
If you want to turn your network on and off manually you can do so by clicking the network icon (the one on the far left of the system tray) on your panel.