Total newb here, just built 1st PC. See some specs in sig. My main question is does my motherboard have built in LAN or should I have purchased a ethernet drive?

This is my motherboard

http://www.tigerdirect.com/applications/searchtools/item-details.asp?EdpNo=1165562&SRCCODE=WEBLET03SHIP&cm_mmc=Email-_-WebletMain-_-WEBLET03SHIP-_-03ship

It says “LAN type: LAN Type 10/100/1000 Mbps Gigabit

My router lights up with I connect an ethernet cable to it from the computer so I feel like Windows should find it. Anyone know what I am doing wrong?

Yep it has a built in LAN card.

Right click My Computer, go to properties, then device manager, and check if your network card is installed.

The drivers for it should be on the install disc you recieved with your motherboard, If you don't have the disc you can find the ethernet drivers here.

http://www.gigabyte.com/products/product-page.aspx?pid=3897#dl