The ISP will inform you when your connection is active. The time that it takes to become active will vary from provider to provider but it averages at about 1 - 2 weeks.
When the ISP informs you that your internet connection is active you can follow the instructions provided to set up your modem/router. This is the first step to getting your house connected to the internet.
Most ISPs will have simple instructions and extensive phone support to help you through the process. If available, you can also pay for someone from the ISP to come and install the modem/router and get your devices connected for you.