Having accessed the router's Setup pages, have you actually configured it for (a) Internet access and (b) Wireless Connectivity?
"Cable" uses a direct connection with addresses allocated by DHCP from the ISP, so there is really nothing to configure other than ensuring the correct connection type has been selected.
If you open a Command Prompt window in the PC, type IPCONFIG /ALL and press Enter, you should see details of all adapters in the PC. This should let you see whether you have a correct IP address from the router - it should be an address in the 192.168.x.x range. Once you have the correct IP address, you should be online.