Normally you have a Router connected to your Internet Service Provider Modem, otherwise the two are combined into a single device. As a modem, the modem is registered with the ISP (in many cases) with the MAC Identifier of the Router/Computer that the service was first installed with. Some rare cases you are required to input (manually) specific settings if connected directly to the modem. In all cases CONTACT YOUR ISP FOR SUPPORT to help connect your computer to the Internet since you aren't sure how it is done.
Short answer: Yes normally just plug in ethernet from back of case of your computer to the Router and you should be online unless you don't have your service setup right.