If your device is wireless capable but the icon is missing, then go to “Settings > Personalization > Taskbar > Select which icons appear on the taskbar” and slide the switch next to “Network” to “On”. You can also go to “Settings > Network & Internet > Wi-Fi > Show available networks”.
If the router is WPS enabled, press the button on the router to connect.
If on your home or workplace network, select Yes, otherwise choose No.