@UserQuestion101
Yes, you can use an ethernet adapter with the Roku Express 3960. Some compatible tested ones are provided on the Roku Support page https://support.roku.com/article/360058027813.
The ethernet adapter should be USB 2.0, speed of 10/100 mbps (not 10/100/1000), and use a chipset labeled as AX8877X or SMSC95XX.
The UGreen, Smays, and Belkertech adapters here on Amazon will work. You can also read the user reviews to see if any particular model will work if unclear in the item description.
Roku Community Streaming Expert
Just another Roku user... I am not a Roku employee.
Insignia RokuTV, Ultra 4660, Premiere+ 3921, Express 4k+ 3941, Streambar 9102