Nor should it. A router is not part of your PC it is an autonomous device in its own right.
You need to use the networking wizard to set it up. Set up your WiFi card for DHCP or it may say 'get IP address from host'. Your router should default to DHCP.
I suggest a read of the router's manual and a look at how to use the network wizard on Windows before you go any further though.
Terry
April 2006