Most hotels have wired internet access in rooms (free or paid) and wireless access in the lobby. So, most likely you'll see a CAT5 cable sticking out on the room desk. Just plugin the cable into the ethernet port on your computer. Make sure that internet properties are set to obtain an IP address automatically. You may be asked to enter some details like room no. etc.
To access the wireless in the lobby, you'll need to have the wireless card on your machine switched on (in case theres a hardware switch) and again in the adapter properties, it should be set to obtain IP address automatically.