The Nintendo WFC isn't built into the DS, but rather specific games. So, if you have game with a WFC logo on the box, then you're good. Turn the game on look for a multiplayer or online option and proceed from there. Since it's your first time it'll ask you to search for an access point and configure a few other things. It's all self-explanatory. After that you're good.
You have to repeat that for each game.