>>Hi everybody,
>>
>>With my Dell laptop there is a way to connect laptop directly to the modem. I don't see a way to do so with the Lenovo laptop :( Does it mean the connection is always supposed to be wireless?
>>
>>Thanks in advance.
>
>What kind of connector(s) does the modem have?

It is like regular phone connector, I'm not sure how to properly describe it. But the laptop only has a few USB ports and doesn't have this kind of connector.