Apple's terms are confusing.
"Join" tradionally means that a device is connecting using wireless only.
But, Apple is using "Join" now to also mean that a device is connecting using a wired Ethernet connection.
If your Time Capsule is now connected to your wireless router using an Ethernet cable from one of the LAN <-> ports on the wireless router to the WAN "O" port on the Time Capsule, you are all set. You can simply connect your Mac using another spare Ethernet cable to one of the LAN <-> ports on the Time Capsule and backup that way.
When the backup is done, you can disconnect the Ethernet cable from your Mac to the Time Capsule and continue to backup using wireless.
However......if your Time Capsule is not presently connected to your wireless router, it was likely originally configured to connect to the wireless network using wireless only. In this case, you cannot connect your Mac using an Ethernet cable to backup. Actually, you can, but since the Ethernet ports on the Time Capsule are disabled, the backup will still occur using wireless.
It is going to get pretty complicated to try to reconfigure the Time Capsule just for an Ethernet backup and then reconfigure it again back to way you have it now.
My advice would be to simply allow plenty of time for the backup and connect it as you have it setup now.