How Can I Setup Internet Connection?

You can configure internet on your computer from different different ways like, you can create a Dial up connection. You can configure in LAN Network or wireless network.

Make sure the modem is installed and working on the  computer you wish to serve as host to the other computers on the network.

Log on to the host computer as Administrator or as Owner.
Click Start, and then click Control Panel.
Click Network and Internet Connections.
Click Network Connections.
Right-click the connection that you use to connect to the Internet. For example, if you connect to the Internet by using a modem, right-click the connection that you want under Dial-up.

In the Network and Dial-up Connections dialog box, two connections are displayed (for different network adapters), The Internet Connection and Local Area Connection.

Under Internet Connection Sharing, select the Allow other network users to connect through this computer's Internet connection check box.
If you are sharing a dial-up Internet connection, select the Establish a dial-up connection whenever a computer on my network attempts to access the Internet check box if you want to permit your computer to automatically connect to the Internet.
Click OK.

For More Information you can search Microsoft websites.

support.microsoft.com

support.microsoft.com