To connect to your PC you either need to have the Pi connected via Ethernet cable or have already set up the WiFi through the command line.
To setup the WiFi via command line go into the terminal and do the following:
sudo nano /etc/network/interfaces
You find yourself in a text editor type screen. Enter:
auto lo
iface lo inet loopback
iface eth0 inet dhcp
auto wlan0
allow-hotplug wlan0
iface wlan0 inet dhcp
wpa-ssid "Your ssid"
wpa-psk "Your password"
Make sure you keep the ” around the SSID and password.
The press ctrl+x, type ‘Y’ then enter.
Reboot and then go back into the terminal and if it worked you should have an IP address in the red start up text where you have information like core temp and version.
There are other ways involving WPA_Supplicant but I found the above way easiest. You’ll probably have text involving WPA_Supplicant already when you go into /etc/network/interfaces but I just deleted that and entered the above.