Set WiFi connection on Raspberry Pi via Command Line

Scan and list available WiFi networks:

sudo iwlist wlan0 scan  

Configure wpa_supplicant.conf file:

sudo vi /etc/wpa_supplicant/wpa_supplicant.conf  
network={  
    ssid="The_ESSID_from_earlier"
    psk="Your_wifi_password"
}

Restart wlan0 or reboot:

sudo ifdown wlan0 and sudo ifup wlan0, or reboot your Raspberry Pi with sudo reboot.

Reference:

Raspberry Pi Website