Used to have that ZTE 831 as my main modem/router. Isn't sticking the pin into the hole resetting it to factory default?

Anyway, for the OP, set your modem to a router is the easiest, unless you plan to have your PC on all the time to do bridge connections via Windows. Once set as router, you just have to go in via your browser, and disconnect/reconnect using the GUI. No need to power cycle, or mess with cables at all

Technically, you do not have to portforward, as the connection is initiated by your end in NAT if you're behind a router. It's usually needed when you want to allow Incoming connections to your machine from the outside world, hence useful for the Blizz downloader (due to based on torrent tech) or hosting things etc etc.

Of course, there are exceptions to this, but generally, you won't need it.