If you have a Home Depot nearby they carry the CAT6 female Ethernet end that you need -- they cost a few bucks each and IIRC they only have the punchdown type. There is also a tool-less connector available. I use Leviton brand, but most have a color code right on the sides of the connector and you should use the 568B pattern. It really helps to have a punchdown tool (they are like $20 at Home Depot) but if you only have a single connection to do you can either get a tool-less connector or get by with a very small screwdriver to push the wires into the connections.
With either connector type it is good form to test the line with a Ethernet tester. Then there are standard wall plates that snap onto the installed connector, which then are attached to the wall.
HERE is a picture of both types of connectors, either will work fine. The blue is the punchdown type I use, the green is a tool-less type connector.