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In the ethernet port in the back of the ps3. You need an "ethernet cord" though. Not internet cord.
The PlayStation 3 can use either a CAT-5 cable or can connect wirelessly. Typically, it's done wirelessly.
The PS3 requires internet access not digital cable and must be connected with a modem and an ethernet cable or through WiFi connection with cable or DSL wireless signal normally with a wireless router connect to the modem.How do I connect the PlayStation 3 computer entertainment system to the Internet? has been added as a related link
You must have a Cable or DSL service provider and the hardware to connect with WIFI or ethernet cable. Then it is just a matter of setting for the PS3 see related link
You can't play PlayStation games on the Internet, but if you have a PlayStation 3, you can go on the PlayStation network and play with other people through the Internet.