If you are asking how you turn off, or add a password to your wireless network then you can follow the following, however you may be required to modify the steps depending on your router make and model.
Go to your browser (such as Firefox, Opera, Google Chrome or Internet Explorer)
Type in the address bar either:
Enter your username and password, by default this is probably 'admin' and 'admin' or 'admin' and 'password'.
Go to the wireless category on the menu, this shall bring up a wide range of options.
If you want to turn off the wireless then deselect the option 'Enable Wireless' or if you want to lock it then select the option 'WPA', 'WPA2' or 'PSK'
Enter a passphrase that you shall use.
Enter the passphrase on other devices you want to connect to the wireless.
If you do not know what you are doing then do NOT modify any other settings as you could lock yourself out your router permanently, or cause other major problems. It is advisable to use a mix of letters, numbers, symbols and to mix up the case when selecting a password. Do not use dictionary words, or names as these are easy to guess.