In very general terms, you need to go into the Hub's wireless settings, enable its "radio" which may involve setting it to something like "802.11g" or "G-only" or similar. Its SSID needs to be set to "broadcast" so the PC can find it. It may have WEP or WPA encryption enabled by default, in which case you need to make a note of the "key".
In the PC, you need to "Connect" to the network. In other words, run the wireless adapter's software, scan for "Available Wireless Networks", find and highlight the one that matches your router's SSID (network name) and select the option to "Connect" to it. You should be prompted to enter any WEP or WPA encryption key and, once "Connected", the wireless adapter should get its IP address by DHCP from the router and you should have network and internet access.
Be aware that there is a difference between the Wireless Network Adapter and Router communicating with a good signal and "Connecting" (as in "logging in") to your Wireless network.