Before continuing make sure the Ethernet cable is connected in and you can ping out from the Pi: ping 8.8.8.8

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.