Whilst the Macbook Air and more recent Macbook Pro laptops have no built in ethernet port, you should be able to connect to the wired access connection if you purchase an which plugs into one of the Macbook Air's USB ports.
This adapter can also be used on a Windows machine (or on a Mac running Windows under Boot Camp) provided that the appropriate drivers are installed:
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This is question number 2223, which appears in the following categories: