How Do I Connect My Laptop To The Internet?

You need an Internet Service Provider (ISP), first and foremost.  They can provide you with the hardware you need to install in your home.  They should also give you instructions on how to configure your laptop.

If you have already done this, and you still can't connect, you need to contact your ISP and they will talk you through your setup to identify where you are going wrong.

Do you have a router, ADSL modem or dial-up modem?  Routers are most common now, so we'll run through that.
It should be connected to your phone line and usually requires a filter (sometimes called microfilter) to be plugged in before it goes into the phone line.  The router will have a light marked ADSL, DSL or Broadband.  A few minutes after being switched on this should be on and steady.  If it flashes you've got a problem either with the broadband itself or the connection from your phone socket to the router.  
When you get the solid light on the router connect it to the laptop with the Ethernet cable.
Open Internet explorer and you should get a homepage.
Yes? You're ready to set up wireless if you have it.  Let me know at this point ;-)
No web page? Close IE.  Click START > RUN > put CMD in the box and click OK
You'll get a black screen. Type IPCONFIG.  You'll get a box which should have 3 sets of numbers in it.  It should have IP ADDRESS, SUBNET MASK and DEFAULT GATEWAY.
If you have all three, you've got Internet connection through the router and some troubleshooting needs to start.
If you haven't got those, the lappy isn't talking to the PC and you need to go down a slightly different troubleshooting route.
Need further help? Lemme know.
Good luck!

All have to do is place the ethernet cable (the yellow cable) into your computer, then you can connect it to the modem and in the modem, you should have the DSL cable (the gray cable) connected to the modem as well. Then the DSL cable should be connected to the phone jack.
Or you can use Wi-Fi.

To connect the laptop using high speed Internet, an Ethernet connection
is needed to connect the cable / DSL modem to your laptop (in addition
to Internet access from an ISP).If your laptop is fairly new, it should have a network connection
already; if not, you will need a USB Ethernet adaptor or PCMCIA network
card which connects to the cable / DSL modem. The USB connector is
usually located at the back of the laptop, where a PCMCIA slot is
typically located on the side.

Go to start and at the left it should say connect to. click on that and it should give you some connection that you are able to connect to.