I wish to add to this thread for those attempting to connect to a hotspot(ie cell phone wireless hub). Most of the basics are explained above, except the current version of the software does not let you join an existing network which in this case is the hotspot. This may not be the best way to solve this, but this is what worked for me.
Here are the devices I had at my disposal:
1)Airport Time Capsule 2TB 2)Airport Express Model "n", Verizon Wireless MiFi hotspot
a)First I joined the airport express to the mifi hotspot, I used the join network feature for that device
b)Second, I created a new network with the Airport Time Capsule, when you get to the part that it asks you to physically plug in the WAN cable to the unit. I plugged a cable(Ethernet cable) from the Airport Express into the WAN port on the back of the Airport Time Capsule.
c)Third, follow the installer to the end, and click done.
d)Fourth, in the airport utility, click on the Airport Time Capsule(icon), then click edit. Using the tabs at the top, go to network, and change the router mode to bridge or off. Wait a few minutes for this to complete, when I say minutes it takes from 5 to 10 minutes so be patient.
When you are done, the airport utility will show the globe at the top, 6 dots going to the airport express, then a line from the airport express to the Airport Time Capsule. Each device will have a green dot beside them indicating they are working correctly, and that the internet is on.
It seems really dumb that you have to plug a cable from one device to another to configure this correctly, but after about 10 hours of trial and error, and lots of hard resets it was the only thing that worked.
I Hope this may help someone else in their quest, since apple's documentation is nothing sort of lackluster at best.
Cheers,
Doug