Use an Ethernet cable if you have it and connect the modem to the router with it.
The router should have a port labeled something like "Internet", "WAN" or "Input." WAN stands for Wide Area Network, which describes the type of network the internet is. Connect the cable from your modem into that port on the router.
Router to Computer
If you previously used the USB connection from the modem to the computer, you are going to have to acquire or use a network port on the PC. Check on the back of it for a port that looks like the RJ45 example in the illustration above. Many newer motherboards have them built-in, but they are available as separate cards if your's doesn't have one.
Presuming you have a network port, using the same type of ethernet cable, make another connection between the computer and the router. This time, use Port 1 on the router instead of the input port. You should see a light on both the router and the network port on the computer. That is all there is to physically connecting a cable modem to a router.
So turn on the router, and the PC and give them both time to boot. If all goes well you should have an internet connection immediately. If not, then the router might need some configuration.
My article on basic router configuration is a great place to start if you need to do this.