What is a usb wireless adapter?

I have a desktop pc (dell) and I don't believe it has a wireless network card. Can I set up a wireless router and then just buy a USB adapter and use that? Or would I need to get a wireless network card as well? If so, are they difficult to install? Please help
Update: If I set up the wireless connection, do I need to set up the USB wireless adaptor or router first?
7 answers 7