Your Desktop PC needs a PCI Wireless card adapter installed in to the desktop box or you can get a USB wireless adapter as well and that will plug into a open for free USB connector on the desktop. DLink has both of these options for your desktop PC. This will make your desktop wireless capable.
You can't connect your desktop via USB cable to the router. It doesn't work like that. You need to connect the desktop via wired LAN cable or use a wireless adapter option mentioned above.
If you need addition help on getting some local help with your PC. I would recommend finding a local computer person or company that can help you install and configure the wireless options so your desktop is set up and they can also help you get the router configured too.
We can help you here if you are interested in using
teamviewer.com and letting someone here review your router settings with you while online.
Let us know how we can help you out.