The quickstart guide that comes with the Forerunner 620 tells you to go to this page to download software for the device:
http://garminconnect.com/start
This takes you to a page with a download for "Garmin Express" which does not have the ability to configure wi-fi.
Instead you have to go to this page to get Garmin Express Fit:
http://www8.garmin.com/support/agree.jsp?id=6741
This appears to be an error in the English documentation.