If I understand what you're asking about, go to Control Panel, go to the Network and Sharing Center, and click on the link in the left pane to "Change adapter settings."
That ends up in the same place (Control Panel\Network and Internet\Network Connections) that you get to by clicking the link in the Help file.
You can go directly to "Network Connections" by typing "ncpa.cpl" (without quotes) in the Start > Search box and pressing Enter