I don't know how to connect my account

Hi, this is the first time I've used a private wow server and I don't know how to connect my account to play

You made your account, now use the username and password to play.

Ofc you need unmodified client for WotLK or MoP. WotLK recommended, more realms on that, and they are the best ones from what Warmane offers. You can get one here (needs torrent for 'download' button to work): https://www.warmane.com/download