So I'm a couple years late on this, but maybe it'll help if you still have that modem or anyone else on the Internet who finds themselves in the same situation. Note that this method can also be used to bridge the Wi-Fi adapter and the Ethernet port, allowing you to patch a device with Ethernet but no Wi-Fi into your Wi-Fi network.
There is no cable for that, or a standalone adapter, which if it existed would, as you point out, need some way of installing the driver for your particular DSL modem. BUT if your computer has an Ethernet port (fewer and fewer do nowadays; if it doesn't, you'll need to buy a USB to Ethernet adapter, which is also technically a modem, and some of them appear that way in your settings) you can create a "network bridge" in Windows between the Ethernet port and the modem, effectively turning your computer into such an ad. To do this (by the way I've never used windows 8, so I don't know what any of the options are called because Microsoft renames them, but presumably the same as windows 7 and windows 10):
- Connect an Ethernet cable between a port on the router (there should be one lableled "Internet" and/or is separate from the others; you want that one, if there isn't any of them will work) and your computer's Ethernet port.
- On your computer, open Control Panel -> Network and Sharing Center -> Change Adapter Options. That last might be on the lefthand pane, on the bottom, or in some sort of Advanced Settings, again I've never used windows 8 so I'm not entirely sure.
- Select both the Ethernet port (it ususally isn't too hard to guess which one that is, but be careful -- "WAN bridge miniport" is usually the built-in WiFi adapter, don't ask me why) and your DSL modem using Ctrl+Click to multi select.
- Right click either of the adapters you selected and "Create Network Bridge." You will need to be an admin for this part.
- You're done! Although you may want to double check that it worked, and about half the time Windows won't let you use a connection while it's bridged, so you may need to connect it to the WiFi network it is supplying. It may work only if you do do that, or it may work only if you don't do that. Why? Because Microsoft. I'm not sure.