DSL stands for Digital Subscriber Line. It usually refers to the connection from your ISP (e.g., the connection from your telco such as AT&T). DSL is usually based on one of the ITU standards.
Ethernet is the most widely used IEEE LAN standard. There are a variety of speed and grades. For example, most routers support 10/100 Ethernet speed (e.g., up to 100 Mbps). Newer devices support 10/100/1000 speed (e.g., up to 1 gigabit per second). In enterprise settings, there are 10/25/40/100 Gbps Ethernets for cloud or backbone servers.
For most wireless router applications. The router has one WAN port and four LAN port. The WAN port should be connected to DSL (or cable modem) while the LAN ports should be connected to your internal LAN devices such as PC or switch, etc.