Are you trying to connect to an Android or iPhone? Do you have the Reference Manual for the D5300? The steps and cautions are located around pages 170-175. I don't remember exactly, but I know it is in that area in the reference manual. If you don't have the reference manual, you can download it from the Nikon site. It beats the manual that they send you with the camera 10X over.
Once you have the Wifi enabled, then you need to drop down in the menu to SSID or PIN depending on which device you are trying to connect to (Not sure on the exact menu item name, but I think I am close. Trying to do this from memory right now.) Then you need to go to your device (iPhone or Android) and look for the camera SSID or Pin to connect.