Method 1:

1. On your iPhone home screen, go to Settings -> Wi-Fi.

2. Wait a few seconds for the network list to scan and load nearby networks, then click on your network name.

3. Enter your Network's password, then click Join.
4. Your iPhone should now be connected to the Wi-Fi.

Method 2: Shortcut

1. Swipe down from the top right corner of your iPhone to access the Control Center.
2. Press and hold on the Connectivity box (the box containing the toggles for airplane mode, cellular, wifi, and bluetooth).
3. Press and hold on the Wi-Fi icon.

4. Select your Network from the list and enter your password if it asks.
5. Your iPhone should now be connected to the Wi-Fi.

See Also: 

WiFi network not showing up on my iPhone

iPhone keeps disconnecting from WiFi