ok few things:
forget the Orange plan, if you don't live in Europe.
there are three options to connect your Axim to the internet:
1. using your PC as "pass through" - when the axim is connected with the craddle (or other usb cable) to the PC it uses your home modem to reach the net. the string is Axim>PC>modem
2. using the Wifi by connecting to the availible hotspot (
what is?) in the area (
where? ).As you noticed you have a built in WiFi antenna and connecting software. the string is: Axim>access point>web
3. Using a Bluetooth (
what is?) enabled phone as a modem. Axim and the phone are paired and then the Ax is connecting to the phone , the phone is connecting to the cellular network by the "data" connection (you will need to talk to your provider of course to open/enable the data service)
! Note that the new Active Sync (v4.0 and v4.1) is not allowing to sync wirelessly , i.e through WiFi