To define now your 'Dial-Up networking' connection, choose 'Dial-Up Networking' from 'MyComputer' or from the Taskbar-menu:

On starting it up the first time, the Setup-Wizard runs to define your first connection:

Define a name for your connection:

Define the phone number to call (in my case: CompuServe in Brussels):

and you are done defining your 'Dial-Up' Connection:

For ease of access, you could create now a shortcut from the desktop or Taskbar-menu to your connection.

Configure Dial-Up Connection