Assuming you have a broadband connection, it will depend on whether you have a modem, or a router as well. If it is a basic modem, you would turn off the modem, connect it to your 360 via an ethernet cable, turn it on, and you should be ready to go. If you are using a router, all you would do is connect the 360 to your router, again via ethernet cable, and this should be you sorted.
You can go wireless, but it may require some configuration in your 360 settings depending on whether you have security on your wireless network.
So if you are an absolute beginner, I would recommend the ethernet cable option if possible, it will also ensure your connection is more stable than going over wireless.
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