The final means of connecting a computer to EV3 is using a Wi-Fi network. This connection mechanism is special because it requires a USB Wi-Fi dongle, which is not supplied with EV3 and must be purchased separately.
This is further complicated by the fact that every Wi-Fi dongle is not supported. An EV3 running LeJOS has driver modules for the Atheros ATH9K and Realtek 8192cu chipsets (to find out which chipset your Wi-Fi dongle is using, insert it in your computer and run
lsusb in a terminal). Wi-Fi dongles based on these will work out of the box. A popular choice is
EDIMAX EW-7811Un, a cheap and reliable device with the huge bonus of having an extremely small form factor. Once inserted into the USB port on EV3, only a small part juts out, ...