Assuming your router has wireless aerials, and your laptop does too, then you roughly do this:
Using wired computer, connect to your router's setup pages. Usually by typing 192.168.1.1 or similar in your web browser.
Then, find wireless settings area, and enable the wireless, as well as turning on WPA encryption (not WEP), and setting a fairly complex passphrase. You may also want to change the SSID, which is the wireless name that you'll see when you try and connect with your laptop.
Then on your laptop, use the wireless setup to connect to your router, choosing your SSID from the list, and entering the passphrase.