Assuming you decide you wish to keep Linux, and comfortable with the OS, it is now time to install it. You should find an icon (usually top right corner) that would allow you to select to install the OS. This will allow you to go through some steps in installing Linux. While you could install Linux alongside with Windows, I would recommend not. The reason for this is a Windows update regularly bricks your boot option, and make Linux completely inaccessible to you the user. Simply put, Windows does not play nicely with other OS?es.
I am guessing you tried out Linux before you decide to install it. If you provided your wifi? credentials after the installation. This is because everything is load into memory, and when you reboot, your memory is flashed and no longer have the information that you had during the try period. This will also go with any documents you wrote. If you have a dual drive system, then you could have saved your documents into the secondary drive, but this is not typical.