The reason for trying a live CD first, if it works out of the box, then you will know your hardware is supported. You could look through the HCL ( hardware compatibility list ) on this board to see what others have found that works. To know if your USB adapter works, or not, look there first.
If you are coming from the windows world, then you also have a lot to learn. Expect a 3 to 6 month learning curve. Linux is not for everyone, try it and see if it works for you.
As far as networking is concerned, linux can do much more than any home windows version. There are more linux servers on the net that you could imagine. You have been connecting to them for years and didn't know it.
Ubuntu is a reasonable choice for first time. If it is a newer version, you should be able to boot it live, without installing. If it will not boot, there are what is called 'cheat codes' that are needed for some hardware. I have found the newer versions of Ubuntu require a lot of ram to boot, at least 128 Meg of memory. Some of the older versions would boot on less. So if your system doesn't have that much, there are many other choices. You can download and burn many other distros. A good live version is Knoppix. This is based on Debain, as is Ubuntu. Hardware detection in Knoppix is very good, so it gives you a good chance at your first time boot.
If you decide to install, look for a how-to. There are many around. Installation requires you to re-partition your disk. Most installers, including Ubuntu, have the tools built in to the installer to allow you to do this. It is called dual booting. Read first, ask questions, and understand, before you try to install.
If you want help to know if your USB adapter will work in linux, go into to the device manager in windows, find out what hardware you have, post it, and we can search around to find an answer.
Hope this helps.