<<<There was no software to install for the router iteslf on the pc, is this right?>>>
Yes, because you are not *installing* the router in a PC. The router is a "stand alone" device which connects to the ISP and then "routes" the internet traffic to the appropriate computers connected to it on the LAN. There is normally a web-based interface with which to configure the router's settings, accessed by typing the router's default IP address into your web browser.
<<<Previously I connected through a BT Voyager 100 USB Modem. In this I had to "dial up" to get online.>>>
As above, it is the *router*, not a connected PC, which connects directly to the ISP. If the router is set up correctly, it should automatically "dial up" and establish the connection with the ISP when it is booted (powered up). Then, with the router already online, as soon as your PC has finished booting it should automatically be connected to the internet.
Don't try to get online with the PC by trying to access the ISP directly. The router does that and the PC's internat access is over the Local Area Network.