No, you did not buy a hard disk for your PC, although you did buy a hard disk for your router/home network. (LOOK BEFORE YOU LEAP.) Hook it only to your router with nothing but Ethernet cable. Your home also needs internet service.
Either wait until you are able to connect it properly or return it to seller,asap. You will also need the complete user guide you can download from WD Support. If all you need is HD for computer go to wdc.com and you can find all info you need.