'Physically connected?' no. You can have a purely wireless network in that case, and all you will have is your router/modem plugged into your ADSL line and a power cord - that's it.A device (router etc) that connects directly into the broadband line from the wall socket and sets up a wireless network in the area without actualy needing to be physically connected to a computer / laptop etc. Ive always been led to beleive that a router etc needs to be configured through one computer to be wireless connected to others.
All (afaik) non-Apple units have a web interface, some offer telnet access and some like the speedtouch units, allow configuration scripts to be uploaded. The whole purpose is that they are independent of any one PC.
Some manufacturers supply quick setup discs which simply take input from you and pass all the settings to the router - this maybe fine to start, but you might find that important stuff might have been left out, leaving you quite naked on the net... While we all do enjoy the occasional flasher, it would be wise not to tempt anyone
Your cost would be,
1x wireless ADSL router with in-built switch (for future proofing)
3x PCMCIA WiFi cards, supported by whatever OS, supporting 802.11b/g and WEP/WPA/WPA2 etc. - double check they are the same 'type' as what the laptops take. Usually Type II isn't a problem, but that's usually.
Hope this helps.