This week we begin your Puppy training in earnest and we'll start by connecting to the Internet. If the PC you are running Puppy Linux has a connection through a router or Wi-Fi adaptor then it should be a breeze.

Click the Connect icon on the desktop then 'Connect to the Internet by network interface', Puppy should detect the active network interface (card, wireless adaptor etc.) and you will see a choice of methods (wireless, Ethernet), select the appropriate one, if you choose Ethernet you will see a setup screen where all you have to do is select Auto DHCP and after a brief test you should be connected. If you select Wireless use the Scan button to locate your network, select it then when asked enter your WEP or WPA key, Save the setting click 'Use this Configuration' and once again you will be taken to the setup screen where you click Auto DHCP and you can start surfing the web and emailing right away.

More here