Have you located the dark colored area of the squawkbox where by right-clicking you open the menu?
It is at the upper side of the window and sourounds the field where you type the messages. If you right click that dark colored area a pop-up memu will appear. In this menu locate and left-click the option "ATC menu".
Doing so you will see all the ATC frequencies available (in range). For sure one of them is a controller with with frequency 123.74. Click on that and you are connected. You will also notice that 123.74 is also passed to your com1 frequency holder of your aircrafts radio panel.

I sugest though you read the squawkbox manual too as it covers everything you will use during online flying.

I hope I helped you and I wish you welcome to VATSIM and online flights.