You can't connect a router using the RJ45 connection type to a
connection type using USB that I know about. The router would need a
driver installed for the USB and you can't do it.
What you need to do is have the ISP give you a modem that has RJ45 or go
buy a modem that has RJ45 that has been approved to run on the ISP's
On the other hand and you other machines wire or wireless that you want
to use too, then you can leave the computer connected to the USB modem,
buy a RJ45 NIC (Network Interface Card) and plug it into the computer,
use ICS (Internet Connection Sharing) on the USB NIC, and connect the
router into the RJ45 NIC on the computer.
The first option is better for you with RJ45 router to modem letting the
router be that gateway to the Internet and the protection it provides
for the machines connected to it.