Right-click on My Computer and click Properties. Click the Hardware tab, and then click the Device Manager button. Expand Network Adapters. Post here everything that's listed in that category. That will tell us if you already have a wireless adapter or not. I'm guessing not since it's a desktop, and they usually don't ship with wireless network adapters.
If your computer doesn't have a wireless NIC, you have to purchase one. You can get either a PCI card that goes into an open PCI slot on the motherboard, or you can get a USB adapter that plugs into a free USB port on the computer.
I don't believe what you have has any wireless capabilities, so you have to purchase a wireless router or access point. If you get the wireless router, you'll have to configure it differently since it looks like your modem is also a router.