Help setting up new WiFi router

Hello everyone, please bear in mind that I have minimal knowledge of networking.

I recently just bought an AX1800 WiFi 6 router to replace my old AC750 router which was becoming very slow and lasted for a few years.

I thought that my setup was complete through a router setup website, not the Nighthawk app, and I was able to join the WiFi on my phone and laptop with a WiFi name and password, but I had no internet access. I should also mention that all the lights on the router were green, except the Ethernet light (4th one) when I plugged in the power and Ethernet cable. I knew something was wrong when my Ring doorbell lost internet connection but wasn’t connecting to the new Internet.

Frustrated, I went back to my old router since I needed some Internet for my home. Another thing I should mention is that I never have use a modem device. My AC750 had an Internet connection straight to an Ethernet port in the wall through an Ethernet cable and it worked just fine, so I never needed one. However, now when I try plugging in the cable from the new router to the wall, it doesn’t work. Only the power light is on, which switches from orange to red.

I have trouble using the Nighthawk app to setup, as I’ve never used it before, and it had me scan a QR code to connect to the WiFi, which I had connected to before, but now it never shows up. I tried pressing the reset button on the back but no success.

Did I mess something up? Do I need to buy a separate modem for this router? Or should I return it? Any help is appreciated!