If your Blu-ray player has wifi then just follow the user manual
If Blu-ray player has an Ethernet port but no wifi then you have 3 options, this is in best to least best.
1) Run Ethernet from router to Blu-ray
2) Powerline networking adapter (one end goes at router, other at Blu-ray player and it transmits the data over your power wires), the 500mbps are preferred.
3) Wireless bridge (this is a device that receives wifi and outputs it to a wired Ethernet port that you can then hook up to the Blu-ray player)
While #3 sounds like what you are looking for, I am assuming you are wanting to connect the blu-ray player for Netflix and streaming video in which case #2 will have noticeably better performance for the same cost.
And if your Blu-ray player has no wifi and no Ethernet port on it, then the simple is you don't hook it up to the internet because it does not have that function.