|A wireless router needs no software to be installed for it, but there's a lot more to setting up a wireless connection.|
There must be a high speed modem between the computer and the internet connection.
Either the computer connects to a standalone router that connects to a standalone high speed modem, or the computer connects to a combo router / high speed modem .
You have not told us model, so we have no idea whether it's a standalone router, or a combo router / high speed modem.
The wireless feature (wireless broadcast) may be disabled by default in the router's configuration.
If your wireless network adapter has Security settings enabled for it, the Security settings in the router's configuration must be compatible with those settings, otherwise you will not be able to connect to the router wirelessly.
For more info, see response 4: