You need to do something first, have an internet connection for your Wii.
Check the online section of the forum if you need help with that.
Secondly you need games that can utilize the online.
Certain games need friend codes, which means you need to find your code on your game and give it to a friend, then your friend finds their game code and gives it to you sorta thing. Games like Mario Strikers Charged and Battalion Wars 2 use those.
Or you can play games that have no friend codes, and only require you to connect to their server. Mainly EA games do this, like Madden 08, NBA 08 and Medal Of Honor Heroes 2. Doing this one is much easier than first, decide which one interests you.