I'm presuming as you bought the Kindle in the last year that it's a current (3rd) generation model. To find out if you have a wi-fi only or a wi-fi + 3G, from the Home Screen, press Menu --> Settings. Under 'Device Info' it will give you the serial number of the device. If it starts with B00A or B006, it's wi-fi + 3G. If it starts with B008, it's wi-fi only.
To learn how to connect your wi-fi, watch this Amazon video and read the accompanying text. It's a pretty comprehensive page of information, but if you still get stuck, come back and let us know and someone will try to help you. Good luck!
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