Without a router? I'm assuming you mean your own internet connection which would consist of a modem then? In the back of the modem, there is a RJ-45 slot. Plug an ethernet cable into it and then plug that into your laptop. Voila.
If you mean connect to someone else's wifi connection, yeah you would have to have their wifi key, unless the network is unsecured (not password protected). If it is, you are SOL, unless you can hack their network which I wouldn't recommend.
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