Let me make sure I understand what you're asking: are you saying you want to use a wired connection to set up your router configuration from its admin screen, unplug that wire after you're done, and then let the router sit by itself and connect up your network wirelessly?
If that's what you're asking then, yes, you can definitely do this. In fact, it's usually recommended that you use a wired connection to make any changes to the router's config so that you aren't potentially locked out when it has to save the changes and "reboot". It's more likely to happen w/ a wireless connection.
If you're asking something else, sorry for the misunderstanding.