Most networks use RJ45 connectors plugged in hubs or switches - usually switches today. The first thing to understand is that everything you want working has to somehow be connected to everything else. I'm going to mostly ignore wireless here (we'll do that next time) and concentrate on physical wiring, so it should seem reasonable that everything needs to connect, right?
So your computer has an RJ45 connection - that looks like a phone jack, but it's a little larger. One end of a CAT-5 cable is going to plug into that connector - where does the other end go? Most likely to a switch or a hub, though it may go to another connector on the wall that in turn has a wire running to a "patch panel".. the patch panel will have an RJ45 connector just like your computer's and another length of CAT-5 cable will run from that to the switch or hub.
Everything else on your network will connect to that switch also. If there aren't enough ports (places to plug in), you may have more than one switch - in that case, one and only one wire connects from one switch to the next. If you connect two wires, the switch is going to get very confused and stop working.. don't do that.
On older equipment, you sometimes have to use special ports or special cables to connect two switches. One port may be marked "Uplink" - you'd have to make sure that one of the switches being connected used that (and sometimes that was "shared": an 8 port switch would have nine physical connections; the 9th being the "uplink" - but if you used that you couldn't also use number 8). If you didn't have those special ports, you needed to use a "crossover cable" (described below). Nowadays almost all equipment is "auto-sensing" - you can just run a patch cable from one switch to another and the switches will automatically adjust their internal wiring so that it works.
It generally doesn't matter which port your computer uses - all ports on a simple switch are the same. However, higher end managed switches may have been programmed so that your computer does need to use a specific port.
A router is not a switch. A router may indeed have a few switch ports on it, so in that sense it is, but it's not a switch you want to just plug in anywhere - that's almost always going to cause some sort of trouble. If you are shopping because you are out of places to plug things in and you need to add more ports, you want a switch, not a router. Some very stupid sales person may tell you "Oh, this will work" - yes, it might (depending on its default programming) but it's more likely to cause you grief. Buy a switch.
Switches don't care how far they are from another switch (well, up to 300 feet or so). So if you presently have your computer plugged into the wall jack and now you have two computers to plug in, you can plug in a little 4 or 5 port switch instead and then plug the two computers into that.. and you could attach another switch to that switch and have a big mess of cables all over the floor. With older hubs, there was a 4 device limit - you couldn't attach more than three hubs to another hub. With switches, that doesn't apply.
You can buy pre-made cables or you can make your own. If you do make your own, I highly recommend getting a professional grade crimping tool. I've used the $10 - $30 tools and they don't last and they often make bad connections. You'll be saving plenty of money making your own cables; don't cheap out on the tools.
Whether or not you make your own cables, you want a cable tester. This can be a basic model that just verifies wiring or something much fancier - but you need at least the basic.
If you take a properly made CAT-5 ethernet cable and hold both ends of it so the plugs are side by side, all the colors should run the same left to right. If they run in opposite directions, that's a crossover cable - not what you usually want unless you are connecting two computers to each other. Another place you sometimes need a crossover is for connecting the WAN port of a router to whatever your ISP provided - that MIGHT need a crossover connection.
Back when companies were first starting to get connected, I'd carry pocketfuls of crossover adaptors - I found one recently in an old jacket.. haven't had to use one of these in years.
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