Question about Xiaomi TV Box S 4K (2nd Gen)

No, the box does not have a direct Ethernet connection. You can connect it via a compatible USB Ethernet adapter with a network cable, e.g. with Asix AX88179A chip. Make sure USB debug is disabled and ideally choose a USB 3.0 Gigabit adapter for stable 4K streaming. Recommended models are Ugreen or Amazon Basics Gigabit Ethernet adapters.