Hi all, I am a complete idiot who has for the past week or so been trying to connect to the internet

I have been trying to connect to the internet without any success whatsoever, I have tried following some of the other threads but
when I type "cd speedtouch-conf" as suggested I just get no such dir
I can only download the mgmt.o and tar.gz files onto windows as I have no way of connecting through knoppix and I suspect this may have something to do with it... Can anyone out there please help as I am keen to learn linux
or should I just stick with windows