Home routers come with a 4 port switch installed with the router. You will plug the network cable from each computer into the ports on the router. The WAN port on the router will connect to the port on the modem.
As sturm and jusin said you connect the modem to the wan port on the router and connect the computers to the integrated 4 port switch that is present on most modern routers. Tell us more about what make/model of modem/switch you are using?