If there is a switch to toggle the Laptop's "wireless" On/Off, make sure it is On.
Open the Network Connections folder ("Start > Run", type NCPA.CPL and click OK), right click the "Wireless Network Connection" and select "View Available Wireless Networks".
Select your network from the list displayed (which will include those of any close neighbours with active wireless networks) and click the Connect button at the foot of the window.
You will be prompted to enter any WEP or WPA encryption key and should then connect to the network. (It might be called a 'network' key.)
Although a CD may be helpful when initially configuring a router, it isn't required to connect additional computers once it has been set up.