do i need the apirport express base to connect to my mac OS 10.6.8 to get wi fi

I have gone into my Apple Mac on system preference for internet & wi fi sharing to see if I can set up wireless connect and when I get to the computer using box It does not show me a
box for wi fi.. It's has a choice for air port option.
I want to have my mac setup for both internet & wireless. Do I purchase the Airport express base station for this to work? I have eathernet modem. Will l need to call a mac tec to install or would I be able to do it myself. I know enough to be dangerous! Thank you

AirPort Express

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