PCI is the internal bus/socket system on your PCs motherboard.
Put simply, you can buy PCI wireless ethernet adaptor cards which are installed into your PC in a PCI socket. These usually have an aerial on the outside of the card. Take a look at click here for samples.
USB wireless dongles plug into a spare USB port on the PC. Take a look at click here for examples.
Personally I'd go fo a PCI card myself, as its going to be a permanent installation, so won't tie-up a USB socket.