Ok, so you have an X30, but which one is it, does it have wifi?
Go Start/settings/system/system information
and it will tell you what you have.
If it doesn't say Wifi, then you don't have it.
Or go, Start/settings/connections/
If there is an option in there called Dell Wlan utility, then you have Wifi.
If you don't have wifi, then you can try buying an SDIO wifi card, or a Bluetooth adapter for your PC.
BT will allow you to connect via your computer using active sync.
They are readily available and very cheap.
A Wifi card will allow you to connect to available wifi networks.
I have no experience with SDIO Wifi cards so I can't recommend any.
They are more expensive than BT, but obviously give you more connectivity as you don't need to be near your PC.
I googled "SDIO Wifi Card" and got quite a range,
This is one example.
If your Axim has Wifi already, then it is just a matter of turning it on and connecting to your router.
The Wifi Guide that kcallahan posted earlier will help you with that.