To connect to eduroam, you need to be online to get the script needed. Download the required installation file for your operating system you are using and run it on the device you want to connect to eduroam. Best is to do that online at home or anywhere else where you are already connected to the Internet.
There will be an open network at Háskólatorg (UI Center) and Stakkahlíð (School of Education) that you can connect to temporarly to install the setup needed. It is called "HI-eduroam-setup".
Here above you can access the settings that apply to your operating system (Which operating system do I have?):