For setup and installation - just follow the included Quick Start instructions.
Read the
Notebook Tour user guide
Do you need a router? No, not if the laptop is the only computer you'll be using on your internet connection.
If you're sharing an internet connection with another computer (like a desktop PC) then you'll want a router unless your cable or DSL modem is already a router and can handle more than one computer. If you have to get a seperate router you'd probably want a wireless router since your laptop has built-in wireless networking.
Windows 7 has its own firewall - you don't need to add one starting out.