Packets bound for the Internet are sent to the TopMost, Working interface in the network pane. If Wi-Fi is at the top, working, and turned on, you will never use Ethernet.
The gear Icon allows you to use a "cute trick" to "Set Service Order" to place Ethernet at the top, and Wi-Fi second. Then if Ethernet is available and working, it will be used, and otherwise Wi-Fi will be used.
Even with that setup, if Wi-Fi has been in use a while, and you add Ethernet, you may find you occasionally have to turn off Wi-Fi to get it to switch to Ethernet.