Your question isn't clear: if you have a cable connection, the cable company provides a cable modem. Maintenance is up to them.
You don't install a wireless 'modem'- you install a wireless 'router'- big difference. Router is between the internet and the cable modem.
There are no "thingys" in computers. Everything has a name. You need to understand the difference between a modem and a router, hard wire and wireless.
Are you trying to have two or more computers do File and Print Sharing? Then you will need the cable modem, a wireless router unless they the computers are right next to each other. Please read the following re "Ethernet/Cat 5" cable"
Category 5 cable, commonly known as Cat 5, is a twisted pair cable type designed for high signal integrity. Many such cables are unshielded but some are shielded. Category 5 has been superseded by the Category 5e specification. This type of cable is often used in structured cabling for computer networks such as Ethernet, and is also used to carry many other signals such as basic voice services, token ring, and ATM (at up to 155 Mbit/s, over short distances).
How about we go from here and you can be more specific?