>>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?
That's been normal for some years on Mac machines. If there's no RJ45 (network port) then it may also only have USB-C ports rather than the more recognizable USB-A ports. Doesn't matter; you can get USB RJ45 adaptors for under $20 on Amazon or eBay. Search "usb-c RJ45" on Amazon and there's plenty of gigabit options (make sure it's gigabit, there's still 100Mbit/s offerings out there). Some of them also have USB-A ports so you can connect your USB sticks etc.
"... They ne'er cared for us
yet: suffer us to famish, and their store-houses
crammed with grain; make edicts for usury, to
support usurers; repeal daily any wholesome act
established against the rich, and provide more
piercing statutes daily, to chain up and restrain
the poor. If the wars eat us not up, they will; and
there's all the love they bear us."
-- Shakespeare: Coriolanus, Act 1, scene 1