I'm not an HPUX master by any means, but there are a few basics you can check.
First of all, how is it connected? Is it an Ethernet connection? If so, you should make sure you have an IP address by typing the following command as root:
ifconfig
This is the wikipedia page on ifconfig, and will show you what all you are looking at. The specific thing you are looking for is the information under the 'eth0' header, specifically the 'inet addr' and the 4 octets after it.
Also, the route command will show your default gateway - which should be your router's IP address. If not, this needs to be added.
Once you have those, you should be able to test your internet connectivity by doing a 'ping' of a public IP address or hostname, like google.com or yahoo.com . You can even try this first to see if any configuration is needed. This is assuming that your router/firewall allows ICMP Ping requests to go through it.
Unless any of the Experts/Mods of this forum have better ways of starting (which is entirely possible), I'd recommend doing that and posting any issues you have with it.
