How do you hook up The Band on Nintendo Wii?

You can't connect it to the wii. Only the remote. If it has sort of a game cube plug ( it looks a circle with part of a side cut off) then open up the top of the wii and insert in the first hole. If it has different kind of plug then you might have got it for the wrong system. If it is wireless then go to your wii menu and try to see if you can pick up a signal