Main Menu>More Applications>Configuration>Configure Your Computer>Set up a new network interface> Here you can make all the entries.
You have not given how you connect to the Broadband, PPPOE or Bridge. Anyway, for both the entries are to be made here.
Alternatively, you can right-click the network applet on the taskbar and configure the same.
PCLinuxOs is one of the easiest and very stable Linux distros you will ever find anywhere.