Yes, you must plug the Cable modem into wall jack to provide internet access and then you connect the wireless router to the cable modem to provide wireless access points for equipment ie PC, laptop, printers etc.
Since you've always had a 'wired' connection between your PC and router, I'm assuming your PC only has an Ethernet adapter (fat looking phone jack on back of PC and no antennae). Most modern laptops have integrated (built-in) WIRELESS adapters on board (antennae may not be visible). Most PCs only have integrated ETHERNET, which does not mean WIRELESS.
If that's true, you are in need of a WIRELESS adapter for your PC.
Think of the Wireless adapter your need to buy, as a direct replacement for just the cable, between the PC and the wireless router.
If you go to your local computer or big box store, you're looking to buy a 'Wireless Adapter' for your PC. This can come in different connection types ie USB or PCI (PCI requires physical insertion into the computers mainboard by opening the chassis). Usually the salekid or person will be able to help with which to buy, if you provide your computers make and model and outline what you're doing.
Telling us your computer make/model and D-Link Model may be helpful too.
Hope this is helping.:face-icon-small-hap
:beer;
