Your Penn Key gives you access to UPenn wifi all over campus.
Start by selecting the AirPennNet_Help network. It will connect without authentication, but only allow you to visit one web page.
Load a browser and that one page will load. It will offer you to download to your device (laptop, phone, etc.) a secure wifi app. Download and install the app.
Once this is installed (and, if on a computer, you tell your browser to stop blocking it), you will get a UPenn Penn Key login screen. You can enter your penn key and password there. Once done, it will automatically switch you to the AirPennNet network and your device will be permanently registered.