Forget the "Router CD" as that's irrelevant - all it does is to run a wizard to configure the router. A router isn't *INSTALLED* in a computer, either as hardware or as software, it is a network device to which a computer connects. If the router is already set up and working properly, you don't need the CD until the router needs to be configured again.
As regards the Wireless Network Adapter, if it is installed properly, it will appear in the list of Network Adapters in Device Manager *WITHOUT* any yellow question or exclamation marks to indicate a problem. If this is the case, you should also have an entry in the Network Connections folder for a "Wireless Network Connection". If there isn't a "Wireless Network Connection" shown, try uninstalling the adapter from within Device Manager, reboot, let Windows "find new hardware" and install it again.