How do i set up a network to share internet?

This may come across as blonde...however, i have recently moved into my inlaws home and need to network my computer with theirs (so i get free internet lol).

Their study is directly upstairs to ours, they have broadband but its not a wireless modem (as in has a cable into the phone connection).

I want to be able to use their internet connection but i dont want their computer to be able to access my files

Im not sure what i need to buy to make this possible?