Though having the same other hardware specs as the 3B+, the PI 3a+ does not have an ethernet port. Connecting to the Pi, per the standard instruction via the ethernet port, thus isn't available.
How then can I connect to it, to enable the WIFI settings to configure it further?
Well.... Not quite there yet.
For being able to connect to it, documentation status that you need the ethernet to access the web interface to setup the WIFI. And there is the snag, as the PI 3a+ does not have an ethernet port.
Serial console or -in this particular case- keyboard and monitor would be the alternatives to ethernet access, but this hardware is not forthcoming to your plans. While missing ethernet is the first gotcha, the USB2 system bus (limiting your I/O performance) would be the next, as well as the bad onboard brcmfmac wireless (and USB wireless, which is hampered by the USB2 bus, isn't really much better).
The sensible choice would be selecting better suited hardware.
Direct access to the cli is not available when it starts up. It does not give me a shell, On screen I only see log statements.
So, it seems I need to get ssh enabled (and set a root password), which is done via the web interface (via the ethernet port.