Connect Xbox One S with LAN cable?

I wanted to close my Xbox one S to the LAN cable today, so now when I check my internet via my Xbox it says: You have selected a wireless network connection, but a network cable is plugged in.

However, in the Network Settings menu, "Wired"

Since my download speed etc. Has not risen either, I doubt that I'm connected to the LAN cable, how exactly can I do this?

Why should the download speed increase? I have been using it for 15 years exclusively wlan and never had higher speed through direct LAN connection. The technology is far enough to produce only barely noticeable differences here. You will already be connected via LAN.