Windows 7/Vista: Click on Start>Control Panel>Network and Sharing Center. Click on Change adapter setting in upper left corner and right click on the icon for wireless connection and enable.
Windows 8: Press the windows key + C at the same time. Select Settings and click on Change PC Settings. Click on Wireless and turn wireless on.
Windows XP: Click Start>Control Panel. Open the View dropdown menu from the top right of the Control Panel. Select Category > Network and Internet > Network Connections > Wireless Network Connection. You should see your Wi-Fi adaptor listed. Enable it.