(or any other router for that matter) to a computer initially, so you can configure the router's settings - primarily the username and password combination which it will offer to your ISP. The settings are permanently written to the router's firmware via an HTML interface, and you access this via an Ethernet cable (supplied with the router)from any computer with an Ethernet network card. Your laptop will almost certainly have such a port at the back or side, so you could use that.
The router will then automatically establish the connection when it's turned on.
If your PC has no LAN port you could indeed buy a USB wireless network adapter to use in that machine, if you don't fancy opening up the case to fit a PCI network card.