Hi there and welcome
When you turn on the unit for the first time it will take you through the Easy Setup, you choose the option to connect to your Wireless network, select your wireless network from the list, enter in your Wifi password ***** it will then be connected.
Are you seeing this when you first turn it on? Or you already did the easy setup and skipped the connection step?
yes, go to Settings, Network Settings and there you will see the option to connect to your wireless network
Page 29 of the manual here shows you this
Let me know the results please.