If you want your wireless network to use the 5 GHz frequency band, you need three things:
1- a router that supports the 5 GHz frequency band;
2- a wireless network adapter that supports the 5 GHz frequency band; and
3- for your wireless network adapter: an up-to-date driver.
Once you have these things, the instruction manual for your router should take you step-by-step through the procedure to setup your wireless network.
If you're not sure whether your router and/or wireless adapter support the 5 GHz band, simply look at their descriptions on the manufacturers' websites.