How to proceed with iOS set up without Wi-Fi network? I have just restored my iPhone 4 to iOS 5 factory settings but it requires a Wi-Fi network although I do not have a wireless access point in or around my house.

Can I not use the iOS 5 without a Wi-Fi connection?
Yes, you can, set it as a new iPhone or restore your contents from iTunes backup in your computer by tethering your iPhone with iTunes.