Wi-Fi adapter function laptop?

I want to buy a Wi-Fi adapter. These are relatively cheap for the Internet at 18-30 euro. Is there something I'm missing? Do you need a data card or whatever in there?
my concern is that I would like to play an online game (lol) in a place where there's no wireless router.
if anyone knows. How and with what do I do the best?

It's about that I would like to play an online game (lol) in a place where there's no Wi-Fi router.

Then a WLAN adapter won't help you. Because it is used to connect your computer to a WLAN. Of course, this only works if there's a WLAN at your location.

Pointless, as ultrarunner wrote. You need a mobile LTE router or a cell phone adapter for your laptop. Always plus SIM card with data tariff.

Thank you, I'm really stupid when it comes to that. I don't know me there, but I already thought that