You have a few options. You can either buy a Dreamcast broadband adapter (BBA) on ebay, set up a dial-in server with your PC using its 56k modem to switch over dial up to broadband (PC-DC Server), or do the previous with an analog 56k router. The broadband adapter works with Web Browser, Quake III Arena, PSO, and the Doom port. Dial up works with Web Browser, Quake III Arena, PSO, StarLancer, 4x4 Evolution, and Maximum Pool. The BBA is easiest to set up and will give you better latency in games, but will cost you $100+. Whereas, PC-DC server will cost you almost nothing. There are a bunch of guides you can check out on the site. Here are two I made:
PC-DC Dial-in server:
viewtopic.php?f=3&t=2427Analog 56k router Dial-in server:
viewtopic.php?f=3&t=3122There are other PC-DC guides as well which use other methods to connect such as the Windows 98 PC-DC guide.