I currently own an IMAC & only have a modem, no wi-fi connection?

I bought this a couple of years ago & didn't have an IPHONE at the time. I'm able to connect to a wi-fi source… Must be my next-door neighbor, I'm not comfortable doing that. There are times I need wi-fi connection for ICLOUD… So I went to buy a router today, I get home & there's no port available to connect to! My home phone is connected to my modem… There's no other place to connect this router. Are there modems with more ports (if that's the correct term)? I went back to the store & the kid sold me something that I can't use with Cox cable! They don't seem to know what they are doing either. So, what I need is a modem that can support my coax cable, telephone, computer, AND a router. Is there such a modem?

Added (1). Thanks to those that offered to help. I called the cable company… He solved it. You plug the modem to the router, then you have a port available for the router to plug into the modem.

The ethernet that comes from the modem should plug into the WAN or Internet slot on the router. Plug the iMac into one of the numbered (1, 2, 3, 4) slots on the back of the router. Basically the router goes between the iMac and the modem

EDIT: Read the manual that came with the modem and it tells you All the steps needed. All modems only have 1 ethernet slot.