To connect your Wavlink WiFi extender to your modem, start by plugging the extender into a power outlet within range of your modem. Then, access the WiFi settings on your device and connect to the default network name (SSID) of the extender. Open a web browser and enter "wifi.wavlink.com" in the address bar to access the setup wizard. Follow the on-screen instructions to configure the extender, including selecting your modem's network and entering the password. Once configured, your extender will extend the range of your WiFi network.