Ensure that the X220 physical wireless switch is turned On.
Hold Fn + F5 to enable Wireless (Ensure that the Status is showing On)
Click on the Wireless Icon on the lower right side of the taskbar to launch ThinkVantage Access Connections.
In Access Connections, select the Wireless SSID you want to connect to. Enter the password of the wireless network if prompted.
Once there is a green pulsing animation on the router icon, it means that the wireless has been successfully connected.
If there is no Wireless switch when holding Fn + F5, do ensure that the wireless driver has been installed succesffully on the laptop. Visit the Lenovo support page to download the driver or use ThinkVantage System Update to download the drivers automatically.