You need to put a json file formatted as follow and put it in the /flash/ directory in order to connect the Internet.
{
    "ip": "",
    "mask": "",
    "gateway": "",
    "dns": "",
    "ssid": "",
    "password": ""
}

By default, in the main.py file, the LoPy will try to connect to the Internet via wifi, you can disable that by commenting the line in the file.