Do you mean the computer do not have a LAN card that is why you cannot use an Ethernet cable?
All you need is a Lan card and install on the motherboard using one of the PCI slot
It is strongly recommended by All router suppliers that you use a physically connected cable
to the Router via a Ethernet RJ45 cable for router setup.
Using a wireless connected computer for setup is Not recommended to access wireless router setup at any time
Belkin Desktop Network PCI Card network adapter
Try installing the software first and than plug in the USB Wireless Adapter