How to connect internet in Linux OS?

What all is required so that I can use internet on my Linux OS
My OS: Red Hat Fedora
version: 2.6
I have to connect via my Nokia cell phone via cable.
This way only I had been using internet on my Windows OS.
If any software is required to install on my UNIX for internet, then I don't have any. If any s/w needs to be downloaded, please provide me link also if possible.

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