Make sure you have a USB keyboard plugged in. Go to RetroPie Configuration and select the WiFi option.

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The RetroPie Configuration Page. The WiFi option is the one at the bottom

You will need to first set your country in the Raspberry Pi Configuration tool.

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The Raspberry Pi Software Configuration Tool. Set your WiFi country in Localisation Options.

Go down to Option 4, which is called Localisation Options. Tip: It’s easier using the keyboard on this config menu than the controller.

Then on the next page, again choose Option 4, which is Change Wi-fi Country. (If you’re in the UK, then it’s in the G section between Gabon and Grenada.)

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If you’re ever likely to interact with your Pi using SSH, then we may as well do that now. Go down to Option 5: Interfacing Options, then enable Option 2 to enable SSH. (If none of that made sense to you, it is unlikely you will want to use SSH, so skip this bit – you can always come back later)

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Now go down to Finish, and you’ll be thrown to the following page.

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Choose Option 1 to add your WiFi credentials. Once connected, the screen will display your IP address – make a note of it, or snap a picture of the screen with your phone. (This is handy if you’re going to be using SSH)

If you need to find your IP address at a later stage, you can always view it in the RetroPie setting page within EmulationStation.

Now go to Exit, and you’ll get back to the main RetroPie Interface.