Wifi connection unstable

Hello guys, I spent the last two weeks figuring out how to make the Wifi connection from the Pi to the router more stable but it seems to be more a problem of signal quality which I can`t change in my case. So here comes the Question. Can I run a direct ethernet connection from my Computer to the PI ? And how is the setup up procedure for this? I tried it just by connecting the cable and I recived an ethernet ip, but the host still want´s to use the routers wifi.
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