connect to cable box

An HDMI cable should connect from Apple TV to your TV 

See: Set up your Apple TV - Apple Support

If you don't want to connect to Wi-Fi during setup, you can connect your Apple TV to your router with an Ethernet

cable.

Yes of course it is but if you’ve not bought one yet, get the 4K model if you do. Always best to go with the latest model which will support all the latest and upcoming enhancements.