To see if a WiFi connection is made check your routers DHCP list.
If it has made a connection it will be shown in there and you can access it via that IP address.
A better way to ensure access is with the Ethernet port to start with until you are a little more comfortable with the board.
Using the SD card often requires a basic knowledge of LINUX.
There are plenty of useful help on the internet for that aspect.
Not sure what you mean by upgrade the USB port (host port) ?
Upgrading the YUN itself can be a little problematic and there are at least three ways to do it and at least that many variations on the Linux distribution used.
It pays in the forums to be as detailed as you can with every single issue as it is more likely to get you a better answer.