You don't need to use Odyssey, the dell utility should work on it's own on most networks.
The Hardware switch on the side should turn the Wifi on for you by pushing it twice.
But be aware that it only turns on or off the last that was used. ie; BT and Wifi on, click twice, BT and Wifi off.
Only Wifi on, click twice, wifi off.
Only BT on, click twice, BT off. etc
When you are in range of a new Wifi network it should pop up with a message asking you if you want to connect.
Ikehikers
Wifi guide will give you a more comprehensive answer.