No, it will plug into the usb port on your pc. Once installed, it will tell you what wireless networks are available and you then select the appropriate network.

5 minute job and the ralink is an excellent and cheap adapter.

that or run a network cord to the Xbox

I just buried mine under the carpets or along the skirting boards with cable clips or used mini trunking where I had 3 or 4 coming in at once.
(Laid before wireless networking became cheap)