The following pages lead you through the setup for Windows NT. These are taken directly off Microsoft's support site and complied here for your use. Some of the deeper problem solving problems will require going online to Microsoft's Web site and link directly there. The numbers such as Q156569 refer to Microsoft document numbers.
Normally, it is a simple process to setup for the internet, but sometimes some portions of Windows NT networking software may be missing. If these instructions do not get you online and the troubleshooting pages do not help, then get professional help.
How to Install and Configure Windows NT 4.0 Dial-Up Networking
How to Connect to Internet Service Providers from Windows NT 4.0
Troubleshooting Internet Service Provider Login Problems
Troubleshooting Problems Communicating on the Internet
Troubleshooting Modem Problems Under Windows NT 4.0
Troubleshooting RAS Client Issues in Windows NT 4.0