Help me how to install a ethernet without a CD
Ethernet is a communication type or protocol. It is already being processed by your PC. What issue are you having in order to try to INSTALL something that is inherent in the machine itself!
The only way for your PC to not have ETHERNET communications, is that it does not possess any sort of hardware that can negotiate a TCP/IP (or any comm protocol for that matter) connection.
Post back with the hardware specifications and I can help!