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They're available fairly cheaply online, or for a bit more at any electronics store. You'll use this to connect your Xbox and your router, which is the device that broadcasts internet to your devices wirelessly. It may be the same device as your modem, which brings internet into your house. Leave your router turned off for a few moments - maybe go grab a glass of water, just to be safe. Wait until all the lights you normally see on your router are on. When it's turned on, it should be already connected without any configuration of the devices.
Obtain an ethernet cable. Plug one end of the ethernet cable into the Xbox. Plug the other end of the ethernet cable into your router. Restart both devices. Turn on your Xbox.