In order to connect the wireless mouse to your computer, you will need to check its user manual. Basically, you need to connect the receiver in the USB port of your computer, to install the drivers and to insert the batteries. If the device is not working, right-click the Computer/My Computer icon, select Manage and open Device Manager. Expand the Mice and other pointing devices and the Universal Serial Bus controllers lists, right-click the mouse driver and select Uninstall. Reboot your computer, connect the mouse again using the USB receiver and reinstall the drivers.
Note: If you don't have the drivers, you can find them on the manufacturer's web page.