The Arduino® Ethernet Shield stacks on top of the Arduino using the Shield interface, which you can find on the Arduino Uno, Arduino Mega, and the other variants of the Arduino hardware.
To connect the Arduino Ethernet Shield to Arduino hardware and your PC:
Place the Ethernet Shield firmly on the Arduino hardware.
An Ethernet Shield stacked on the Arduino hardware is shown in the following figure.
Connect the Ethernet Shield to a network router, or to your computer, using an RJ45 cable.
The onboard Ethernet for Arduino Yun is not supported. To make use of the Ethernet features, plug-in an Ethernet Shield.