Windows XP was not that great at managing wireless network connections, so many vendors offered additional applications together with their drivers, that were doing the management of wireless network connections. If you have Windows XP, the setup program won't differ than the one for Windows 7.
One thing I noticed when testing some USB network adapters is that manufacturers tend to use the same installation program for all operating systems. If you want to learn how to connect to wireless networks, check out these guides:
