With the side note that you've got to configure the empeg's network settings via a serial cable or a USB cable...

Regarding how to plug things in, that link I gave above has pictures and descriptions of the equipment. A router and a hub are not the same thing, but sometimes routers have hubs built in to them. In other words, if there are several ethernet jacks on the back of your router instead of just 2, then it's also a hub and you can plug your empeg right in.