How Apple Airport express or extremee works?

How does this thing works? Is it like, I have to connect the wire from Modem’s WAN port to it so I can get internet access through Wi-Fi to all my computers?
My old way was, I connect the wire that comes from WAN port of Modem to the back of my Desktop PC.
Answer #1
http://www.apple.com/airportexpress/
http://support.apple.com/kb/HT1515