If your intention is to use the adapter on the same computer that's connected by ethernet cable to the router, you can't do that. Windows cannot use a wired connection and a WiFi connection at the same time.
If your intention is to use the adapter on the same computer that's connected by ethernet cable to the router, you can't do that. Windows cannot use a wired connection and a WiFi connection at the same time.
It has be one or the other.
Your answer is not 100% correct. You can modify the Windows routing table to use specific interfaces for different traffic types. Not that this is what the OP is looking for.
You are probably correct in assuming the OP was wanting to use a wireless connection in tandem with a wired connection to increase his bandwidth. This is not going to work OP, since your bottleneck is more than likely your internet connection, not the ethernet connection between your modem/router/computer.