If you have a Raspberry Pi compatible WiFi Dongle, and the Raspbian GUI installed, setting up internet connection is extremely simple.
1. Go to Menu > Preferences > WiFi Configuration
2. Raspbian should automatically detect the USB dongle as Adapter wlan0
3. Click Scan to search for WiFi routers
5. Enter your password in the PSK box and click Add at the bottom
6. Click Connect
That should be it!