To connect your PC to LAN or WAN you need to connect to Ethernet. Your computer sometimes uses proxy settings to connect to the Internet.
Use Ethernet settings in Windows 10
To open Ethernet, go to Start menu, click on Settings.
Now click on Network & Internet (Wi-Fi, airplane mode, VPN).
Here second last option is Ethernet. Initially, it will not show anything until you connect it.
Use Proxy settings in Windows 10
To open Proxy, go to Start menu, click on Settings, now click on Network & Internet (Wi-Fi, airplane mode, VPN).
In Proxy settings first is Automatic proxy setup. Here PC will take settings automatically. You can use setup script also. It will use a proxy server for Ethernet or Wi-Fi connections. These settings do not apply to VPN connections.
Second is Manual proxy setup. Here you can set manually proxy setup. These settings also do not apply to VPN connections.
You may like How to set VPN and Dial-up settings in Windows 10.