The exact instructions needed for building the required firmware files can be
found here. You basically need to download two firmware files (htc_9271.fw,
and optionally htc_7010.fw), and put them in the right place (that is
/lib/firmware).
Then you need to make sure your system is up-to-date (use Update Manager),
because previous kernel images have the required driver blacklisted (the
ath9k_htc kernel module used to be dependent on non-free firmware blobs, but
this changed when the source code was released back in March).
If you already have the latest kernel version installed, then you should
restart the ath9k_htc kernel module by using this command:
sudo rmmod ath9k_htc;sudo modprobe ath9k_htc
After that, you can connect the adapter, and it should work right away.