Is there an ethernet cable in the box with the new Xbox or does it have to be purchased separately?
It does not have one. Wifi will do the job for most people. If you want to go with a wired connection, there is a port for it, but you will have to purchase the cable yourself. This makes sense really since it is better to buy a cable that is long enough for your needs rather than Microsoft supplying a standard size that is either too long or more than likely too short for people to reach their modem.