I'm using the MTNL Delhi internet and I have purchased the TP-LINK TD-W8951ND Wireless ADSL2+ router. I want to use the DEN Broadband internet connection but they provide me WAN/LAN line and ask me purchase a router. i want to use the TD-W8951ND Wireless Modem as a router. can i use this Modem as a router and how change the ADSL port to WAN port and after how to setup the connection.
No, you can't.
Almost all routers (except very-very expensive, enterprise-level) have only one type of WAN connection. They may route between this WAN and LAN ports. You need to buy another one.
In theory, you may use your router as switch with WiFi, but you will need to set provider IP on your device. It is pain and number of devices are limited to 1, so it is not a way to go.