Should I use wifi or cable to connect the OTT TV BOX

Both are workable.

In General, a wired (Ethernet) is always best choice because a direct connection does not suffer from any interference that Wi-Fi connections are subjected to. 

The speed of a direct cable connection is always faster than a Wi-Fi connection. 

If your broadband router in the same room as your TV then you can connect directly to your device via a cable. 

If your Broadband router is in another room or even another floor then you can use Wi-Fi or our Home network kits which will give you a wired connection.