No you just connect the first plug to a free electric socket, and connect it to the router via a RJ45 Cable. The second plug you put in the electric socket in your room and another RJ45 cable from it to your PC's input. Then you have a connection. All the data flows over the copper wires in the walls.
I would say that method is probably more stable than any WIFI solution, especially if your router in first place has weak range and speeds. Then you don't need to open your PC also
I'll help you find a set for your needs just specify your native internet connection and budget