What timcat meant was that the desktop would be wired to the router - this is done by connection one of the 4 LAN (Local Area Network) ports on the router to your NIC (Network Interface Card) on the desktop. (This is of, of course, assuming that you have a NIC?)
The method described by timcat is the most logical. It is possible to connect the desktop using a wireless connection, however is uneccesary given that the router will be next to the desktop anyway.