You should be able to connect an ethernet cable between the computer and the router. An ethernet cable looks like a phone cord, but has 8 pins, or connection points. Else you would need to add a wireless card or Wireless USB device to your desktop so it can connect to your existing wireless network.
I recommend a wired connection whenever possible, as it is (usually) faster. You can also connect other devices to share the network between all your computers: Printers, Backup drives, security cameras, and many other devices.
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