Jade Falcon wrote:provided you have the right driver.
Exactly this. An OS doesn't just natively automatically know how to use a network adapter, it needs drivers that allow it to "talk" to those devices before it can use them. Whether the driver is installed by the end-user at home or by a guy at the factory where the store-bought machine was built, this is still a required "extra step". Even today it's possible to build a brand-new computer, install Windows 10 on it, and need to manually install a driver before the ethernet or wifi will work on it.
After the correct driver has been installed, I'd say the first version of Windows to "accept a broadband connection without any extra steps" would be Windows NT 3.5, since it was the first version of Windows to enable TCP/IP by default. Win3.x, WinNT 3.1 and even the RTM version of Windows 95 didn't enable TCP/IP by default, you had to manually turn it on yourself. It wasn't until Win95 OSR2 that TCP/IP was enabled by default for non-NT versions of Windows.