Unless you are Linux geek you will hate the terminal application more than the GUI in OSX. Stop trying to think in terms of Windows and open the network preferences applet. The app you use to control the machine setup is called "System Preferences", click on the Apple icon on the left of the system menu. This is equivalent to the Control Panel in Windows.
As for the Wifi, Option-click on the Wifi icon on the menu bar to obtain details about your network connection.
In Network preferences, it will show you whether you are connected and what your IP address is. Turn on the checkbox for "Ask to join" if you insist you need to be prompted every time.
I don't understand why this is giving you so much difficulty, the Macbook Wifi is actually faster and easier to configure than in Windows, and I own both.