You'll need to create dial-up connection.
Go to Start, Programs, Settings, Network Connections and select the New Connection Wizard and follow the prompts. You should check the phone no. and other details on the ISP's web site.
After you've created the dial-up connection, you may need to edit it to get all the settings correct. In which case go to Start, Programs, Settings, Network Connections and select the DUN that you've created.
You may also need to create your email account(s) manually in Outlook Express (or whatever you are using).