The majority of routers allow you to choose which option you would like. The fastest and most secure way is by cable but you're limited to how long the cable is in your home. Wireless is usually turned on by default and some routers may not be secure from default ie require a password to connect to the wireless network.
You can log into your router by connecting a LAN (rj45) cable and typing:
192.168.0.1 or 192.168.1.1 or 192.168.1.254 or sometimes it's a physical address like sky.router.lan. Username and password are usually mentioned in the router manual or on the back but usually it's something like:
admin > admin
admin > password
admin > sky
This will allow you to configure the router and turn the wireless signal off.