To enable MacBook Air for Ethernet networking, you will need a USB-to-Ethernet adapter that plugs into its USB port and converts it for use as Ethernet connector. The Apple USB Ethernet Adapter is designed specifically for the Air. Third-party alternatives also exist. Setup for these products should be straightforward.→ See also - Do USB to Ethernet Adapters Exist for Broadband Modems?
Apple USB Ethernet Adapter (for MacBook Air) - Photo courtesy Apple.com