have a connector for the cable that runs between the wall socket and a modem. The router contains a modem, and that must be connected to a landline.
The router will have (usually) 4 ethernet ports at the back, so you can connect computers directly to it. Just plug an ethernet cable into the computer's ethernet port, and plug the other end into one of the router's ports - you have to do that anyway, when you set up the router for the first time.
Connect the router to the phone line and follow the manufacturer's setup instructions. Watch the router connect to your broadband service and you're away - you can now use wireless or wired machines, or a mixture of both.