As long as they are on different networks, yes. If both are on the same network then the one with the lowest metric (by default the wired connection) will be used. I'm assuming of course that the OP is referring to maintaining both on the same PC.
If you are trying to do a wired connection directly to one pc from another and then also have a wireless connection connected to the rest of your network.
If you want to use both connections this way you will need to set up a static ip on the wired connection on both computers. This ip should be on a separate network. So if your wireless uses 192.168.1.x then you can use a 192.168.0.x for your static ip addresses
The wired connection should not have a default gateway. Then you can connect the wireless connection to your wireless network as normal.
This will allow the two pc's to connect to each other while still allowing the PC with wireless to connect to your wireless network.
If the case is that you are talking about your router then Yes as long as your router has a built in Wireless access point and a Lan ports to connect to this will work. All you need to do in this case is configure your wireless network and just plug the pc into one of the lan ports on your router.