How to join an existing Wi-Fi network in client mode?

1. Connect an appropriate cable between the AirPort Express and the device it will serve.
2. Plug the AirPort Express into a power outlet.
3. After the AirPort Express starts up, select it in the AirPort Utility screen.
4. If you are now repurposing the AirPort Express, first reset it from Base Station in the menu bar and select Restore Default Settings.
5. After the AirPort Express completes the restore process, choose it from the Wi-Fi menu in the upper-left corner.
6. Click the Other Options button.
7. Select "Add to an existing network".
8. Choose the Wi-Fi network name from the Wireless Network Name menu that you wish to join and click next.
9. Enter the password to this network if required.

For More Information Visit AirPort Express Setup.