Serval people already explained to you.
You can easily set up Wi Fi if you hve a DSL or cable modem. Get any game that has a Wi Fi access. Go to the Wi Fi menu and follow the step by step rules.
You can also access points from places like a coffee shop book store or Mc Donalds. Any place that says "Free Wi Fi".
You can also by a Wi Fi adapter for your DS, but they cost around $40. It comes with a USB stick and an installation disk.