How Can I Set Up My Own Internet Without Bugging My Roommate?

I'm in a bit of a bind because my roommate doesn't want me to use their Wi-Fi, so I'm looking to set up my own internet. I'm not really sure how to go about it, especially since I get confused with tech stuff like ethernet and coaxial cables. Do I need to buy my own cables, or are the ones already connected to the house dedicated to my roommate? Also, will setting this up mean I have to open up walls or anything like that? Just to clarify, my roommate owns the whole place, so I want to make sure I'm not stepping on any toes. This is my first time trying to set up a router and modem, so any advice would be really appreciated!