Which component on the Xbox system should be used to establish an internet connection?

The Ethernet port is used to establish a wired internet connection on the Xbox system. This port allows the console to connect directly to a router or modem using an Ethernet cable, providing a stable and reliable internet connection that is essential for online gaming and other internet-based services.

The HDMI port is primarily for video and audio output to a display device and does not facilitate internet connectivity. The USB port provides options for connecting peripherals such as controllers, external hard drives, or charging devices but does not serve the function of connecting the console to the internet. The power port is intended for providing electrical power to the Xbox and similarly does not have any role in establishing network connectivity. Thus, the Ethernet port is the correct choice for connecting the Xbox to the internet.