Coax cable

Unless you are in one of Xfinity's VERY rare Fiber-to-the-Unit markets, or live in a condo/apartment complex that provides free WiFi through Xfinity, yes, you will need to connect to coax SOMEWHERE in/around your building.  Now, it IS possible that your dwelling has multiple runs of networking cable that all lead back to a centralized network closet either within the home/condo/apartment, within the building but centralized for multiple dwellings, or to a remote (in another building, normally still on a complex's property) networking hub (these are normally too big to be called a closet).  The previous tenants or even landlord (especially if your current one just bought/took over the property) might have pushed it back into the wall, buried it under newly installed carpet (I know my home didn't have ports on the walls, but loose cabling that came through flooring because it was retrofit in 25 years after the house was initially built), or many other possibilities.  Find the feed that comes from Xfinity into your domicile (commonly called a "drop") and follow it until it penetrates the exterior wall.  That will give you a good start on where to look inside your home.  Also, if there are any blank electrical wall plates, they may be covering the low-voltage box that the coax would have used.  I know a lot of people that dropped cable tv that then pushed their coax wiring inside their wall and replaced the wall plate with a blank to get rid of the protruding cable outlet.