How a WLAN station connects to an Access Point ?

WLAN connection is a 3 step process:

• Scanning
• Authentication
• Association

Scanning : - Station does a scan to find an appropriate AP to which a WLAN station(STA) wants to connect to. For detailed understanding, Please read my another article on WLAN Scanning.

Authentication:-
Authentication is a process by which WLAN STA proves its identity to an AP. Authentication could be :

• An open system authentication : In an open system authentication ,WLAN STA does not need any password/secret passphrase to connect to an AP. WLAN STA just says "authenticate me" and  an AP says "Yes, you are authenticated",  And AP and STA can start data exchange after this.
• Pre-shared key authentication : In shared key authentication there is a pre-shared,    key which both parties(AP and STA) know about. When STA wants to authenticate with an AP, 
• it sends an authentication request frame to an AP.
• Ap sends the "Challenge Text" to STA.
• STA encrypts this "Challenge Text" with shared key it has, and sends back to an AP.
• AP decrypts this "Challenge Text" and matches it with the original  "Challenge Text" it had. If both texts match AP sends the OK confirmation to a STA. And after this association process starts.

Association:

1. 802.11 association  process finalizes the security and bit rate options and establishes the data link between station and an access point.
2. 802.11 association process enables the access point to allocate resources to WLAN STA.
3. WLAN STA starts the association process by sending an association request frame to an AP.
1. This association frame contains information about the station like supported data rates and SSID it wants to associate with.
2. In response to association request, AP sends back an association response, which may contain approval or disapproval.
3. If an AP approves the association request, it will send back the Association ID (AID) and supported data rates.
4. After association STA becomes the member of a BSS.
5. STA can send data to an AP.
6. AID  identifies each station.