If you want to connect wirelessly from your desktop PC you are going to need more than just a wireless driver -- you first need to install a wireless adapter card because the P4S533-MX board does not have a wireless adapter on it when it leaves the factory. Few, if any, desktop motherboards are supplied "wireless ready".
For most wireless adapter cards, Windows supplies it's own driver when the card is detected, after installing it and booting into Windows. For that reason. no driver is supplied with new wireless cards.
Incidentally, if your desktop PC and router are in the same room and within a few feet of each other, it makes more sense to connect them together with an ethernet cable as it's faster and more reliable than wireless.
It makes no sense at all to use a wireless connection instead of a wired one unnecessarily.