You need to connect the laptop to the router by ethernet cable and then access the Setup pages by entering 192.168.2.1 into your web browser. It then has to be configured to connect to your ADSL provider, by entering your logon and other details. Once that has been done, when the router is powered on, it should automatically connect to the ISP and you should have internet access in any computers connected to the router.
If that has worked, you then configure the 'wireless' settings so that you can connect wirelessly from the laptop and remove the ethernet cable. You need to make sure that its wireless capability is "on" and that its SSID (network name) is being 'broadcast' (and should change it from the default name to one of your own). Get that part working first and then set up encryption to prevent unauthorised access to your wireless network.
To get online wirelessly with the laptop, you need to "Connect" to the wireless network. In other words, you run the wireless adapter's software, scan for "Available Wireless Networks", find and highlight the one that matches your router's SSID (network name) and selected the option to "Connect" to it. Once "Connected", the wireless adapter should get its IP address by DHCP from the router and you should have network and internet access.
There is a difference between the Wireless Network Adapter and Router communicating with a good signal and "Connecting" (as in "logging in") to your Wireless network.