Although there is a USB connection locate on most routers, I'm not sure what you would accomplish in doing this.. you may have better access to web browsing & downloading.. But all of the data transfer would be located on a small screen and could be obstructed from viewing.
Typically the modem USB connection was designed for laptops and tablets.. so yes it's entirely possible to connect to the router/modem.. but again, I'm not sure of the results.