Before continuing make sure the Ethernet cable is connected in and you can ping out from the Pi:
You will also want to set up your WiFi dongle. run sudo shutdown -h now and then plug in the WiFi module when the Pi is off so you don't cause a power surge.
If you have a Pi 3, or any other Pi with built in WiFi, an external WiFi adapter is not required but you can use one if you need a bigger/external antenna
When it comes back up check with ifconfig -a that you see wlan0 - the WiFi module.