Just as no man is an island, a computer needs to be connected to its network, and in turn the Internet, to be truly useful. While a wired Ethernet cable is preferable for many applications, the reality for many is that Wi-Fi is more convenient.
The wireless network starts with a broadband modem able to communicate with an Internet Service Provider (ISP), which facilitates your access to the Internet. Unless that modem has wireless functionality built-in, it'll probably be attached to a wireless router through an Ethernet cable. Most Wi-Fi-enabled routers also give you a handful (in the neighborhood of four) Ethernet ports for wired devices close by. It's what broadcasts your wireless signal.
In turn, the client devices connecting to the network (say, your workstation, tablet and smartphone) need to have wireless radios integrated and enabled in order to transmit and receive data over the network. If your PC doesn't already have a wireless adapter, you have several options for adding one. Given the ubiquity of USB, many folks find that interface to be the easiest. The attached Wi-Fi adapter allows the computer to communicate wirelessly with the router, and in turn the modem.