Most motherboards nowadays have built in WiFi for an internet connection but lots, especially that are older don't have WiFi built in so you have to rely on having a wired ethernet connection instead.
Even though wired could be argued as better as it's more direct with no interference and as such quicker, it can be harder to manage your wires. What kind of motherboard do you have on your computer?
I don't have WiFi on my motherboard that I'm using because I prefer to use a wired connection as it's more reliable then using a wireless connection. This is especially true when you're wanting to have a smooth playing experience with online multiplayer. I think WiFi is fine when you're not gaming though.
Yeah my motherboard has WiFi supported but I don't use it though as the WiFi in my house isn't great. I use a wired connection and it's so much faster and reliable. I think WiFi is fine for phones, but stuff that is bandwidth intense should always be routed through a wired connection for more stability.
Unfortunately my motherboard doesn't use WiFi which is annoying. I'd like to get a new board that does have WiFi because even though it's not as good as being wired in, it saves having to run a cable from my computer because cable management is not an easy task.