Hey,
A NAS is a Network Attached Storage, so the goal of it is to have it connected to the network and not just a single device else it would use an USB connection or sth. Similar. 🙂
You can connect your PC directly to the server, but that is not the intended use case and requires some setup. The Internet connection also does not play a role in this case, the only important thing is the internal network and as long as you have a cable connection, the internal network should be fast enough.
The recommended way in your use case is to connect your NAS and PC to the network instead of each other directly. If you have multiple ethernet ports in your wall outlet you can connect both devices separately, if you have only 1 port, you can add a switch, and then connect both PC and NAS to this switch. This way, every device on the local network (PCs, Smartphones, TVs, TV Media Player etc.) can access the NAS for backups and reading/streaming.