Here's the answer to my question, from Intel Live Chat support.
The adapter in the packaging I received is meant for substitution in laptop systems only.
In desktops, an external antenna is required. The wire will connect to the existing SMA ports on the card on one end, and at the other end will plug into a connection plate with the antenna on the outside.
There are so-called "retail packs" of this adapter that are delivered with an antenna, cable and everything else.
It's just not what I happened to purchase online.
I advised the online retailer of the inaccurate description and suggested to change it to clearly indicate that the particular form of packaging only contains the chip for installation in laptops.