You simply step through the standard setup under Settings, Network & Internet, WiFi Pane. You'll probably activate the Show Available Networks link, choose the WiFi network you wish to connect to from that list, and you'll be prompted to enter the password/key for that WiFi network.
You can also go directly through the system tray. WinKey+B, right arrow until you hit the item for Network & Internet access (and I cannot tell you exactly how that will be announced as it depends on whether you've got it in the overflow area or on the main system tray display and what you are, or are not, currently connected to), activating it, then down arrowing to the WiFi network you wish to connect to. Activate that item and enter the necessary password/key information for the WiFi network and the checkbox for Connect automatically should be set as you see fit.
Brian - Windows 10 Pro, 64-Bit, Version 20H2, Build 19042
One does not discover new lands without consenting to lose sight of the shore for a very long time.
~ André Gide