Absolutely you can download the game via WiFi. What gave you the impression you needed an ethernet cable? To my knowledge you can only download the game via Steam.
I have purchased several PES games on Steam and I have downloaded them both ways, via WiFi and Ethernet.
Create a Steam account and when you get your laptop you can download the game.
If you have a PS4 the game should still be on sale for $7.49 (Standard) and the Legends Edition is $9.99, however it does not include the Season Update for 2021.
https://store.steampowered.com/app/9...all__PES_2020/