Wi-Fi access without Ethernet shield?

I’m trying to make a Minecraft bedrock server, and I’m trying to make it as simple and cool/compact as possible. So I was wondering, my Wi-Fi router has a usb2 port on it and I’m wondering if I can connect to Wi-Fi with my mega 2560 through that to save space and time. It may even power it two I don’t know.

definitely not. Forget the idea

Why?

Because Mega can't communicate with router via USB

Okay thanks