I have a Telefonica router. As I understand it, most routers come with the wireless signal unactivated by default. You have to activate it manually and until you do so, only the wired connection will be available.
In my router, to activate the WiFi signal, you have to press a very little hole on the back of the router for five seconds. Do not activate for much longer because if you press it for ten seconds, instead of activating the Wifi signal, the router resets to default settings. In fact, that is how you turn off the WiFi signal.
Once activated, you must now go to your computer's WiFi settings and assuming it is already activated, look for your router's name and then enter your router's passcode. Normally in Telefonica routers, this is written on the underside of the router.
If this does not work, I suggest you tell us the brand name of your router and we can look to see if we can find a User Manual in English. If the brand name is not written on the router itself, you can probably find it in the documents that came with it.