Please follow the instruction here.
Recently I brought a wireless doodle for the Raspberry Pi so I can get rid of the internet cable for the pi, as the page RPi VerifiedPeripherals (ref1) says TP-Link TL-WN725N works out of the box, I brought it. But unfortunately, it doesn't work.
TP-Link TL-WN725N v1 uses Realtek 8188CUS and it (probably) works out of the box, but the v2 uses Realtek 8188EU, of which the system don’t have the correct driver.
Thanks to the nice guy on the official BBS of the Raspberry Pi who compile the driver (ref3), now you just need to run the followed commend to get the driver and install it (kernel version should be 3.6, it may or may not work with other version):
wget -P . -m -nH http://file.zhujunsan.net/8188eu.ko
sudo cp 8188eu.ko /lib/modules/
sudo depmod -a
sudo modprobe 8188eu
After that, use
ifconfig to see if the
wlan0 is shown up in the network devices.
As to the rest, you can find how to set up wireless config in ref 2, it shall be very straight forward.