The PCI slots are inside the computer case. The PCI card should have instructions for installation. Read the instructions to see if you should install drivers before or after installing the PCI card.
Take the cover or access panel off the computer. Find an empty PCI slot (match the bottom of the plug-in card to a slot on the motherboard - the bracket on the PCI card will face 'out') and press straight down - gently but firmly until the card is 'seated.' Secure with a screw at the top of the PCI card's 'L' bracket.
If you don't want to open your computer case, there a several good USB wireless adapters that simply plug into a USB port on your computer.
Best of luck!