That depends entirely on the provider.  You could be DHCP or static IP, you may need to set up PPPoE, your DHCP connection may set up you DNS servers, or you might need to do it yourself.
What kind of information and software did they give you?  If it's static then put in the IP address, the host name, the domain name, the primary and secondary DNS servers, and that should probably get you working (if I haven't forgotten anything).  If it's DHCP then you can get away with just enabling DHCP and typing in the host and domain names and using winipcfg (Win9x) or ipconfig (WinNT/Win2k) to release and renew your lease.  If it's PPPoE then you will probably need to install whatever software they gave you and follow the instructions.
Good luck.  If I were you, I'd wait for the technician or cal technical support and have them walk you through it.  This will definitely save you time and frustration.