The Arduino WiFi Shield connects your Arduino to the internet wirelessly. Connect it to your wireless network by following a few simple instructions to start controlling your world through the internet. As always with Arduino, every element of the platform – hardware, software and documentation – is freely available and open-source. This means you can learn exactly how it's made and use its design as the starting point for your own circuits. Check out the reference page of the WiFi library to understand how the shield can easily provide an internet connection to your Arduino board.
The WiFi Shield communicates with Arduino using the SPI bus (through the ICSP header), so is compatible with any of the boards that have this type of bus. This version of WiFi shield have an integrated antenna on the PCB, what you have to do is just connect the shield to the Arduino.