What model is the modem? It should have the connector for the cable input and an ethernet cable connection(looks like a larger phone line plug). If you have the modem connected to a desktop or laptop computer now it should be using that cable from the modem.
You will need to take that cable and plug it into the WAN input on the router. If you have a desktop computer that you want to connect directly into this router you will need more ethernet cables to connect from the computers interface card and the LAN plugs on the router. Otherwise once the modem is connected to the WAN port just set up the wirless network using the setup wizards on Windows or the router software.
Remember to unplug the modem and turn off the computer when connecting the router. Turn the modem back on first and let it settle in first(all lights should come on first), then power up the router and let that get settled in. Should only take a few minutes or less.
Then turn on the computer and set up the wireless network. Use a secure network protocol(WPA or WPA2) and a password. That way neighbors can not hook onto your internet connection and get a free ride.