I have recently moved to O2 and have been trying to find out how to connect to WiFi Extra. After talking to customer support and searching without much success, I stumbled across a way.
So hoping that this helps someone in same position as me and is easier to find.
Your phone should automatically connect to WiFi extra (at tube stations) if it cannot get a mobile signal. I could see WiFi Extra but not connect. If you have same, then do the following and you should find you connect automatically to WiFi Extra.