OK. Let's power it up.
With the SD card inserted, apply power via a USB cable to the PWR IN connector as shown.
You should see some activity on the green LED light. This means the Pi Zero found a good OS image and is booting.
After a minute or two, you can try and ping the Pi Zero to see if it has connected to your network. You can access the Pi Zero using mDNS style addressing.
Windows users will require some additional setup. Read here. Also, the ping options on Windows are different, so the above would be:
You should also be able to ssh into the Pi Zero.
The default password is raspberry.
If that worked, then you're pretty much done. The Pi Zero has connected to your network, and assuming your network is connected to the Internet, so is the Pi Zero. If you want, you can read the Suggested Initial Setup section for some suggested first steps.
If that did not work, it's time to troubleshoot. Go to the Using A Console Cable to Troubleshoot section.