Hello,
Thank you for using Microsoft products and posting to the community.
By default, Windows uses Ethernet connections first, then Wi-Fi, and then cellular connection.
You can change the priority manually by changing the interface metric.
To do so, press Windows+R and enter "ncpa.cpl". Right-click the interface and select Properties->Internet Protocol version 4->Properties->Advanced. Uncheck the "Automatic metric" checkbox, and enter an interface metric number. The interfaces will be used from the lowest metric number to the highest one.
Feel free to post back if you need further assistance.
Best Regards,
Johann - MSFT | Microsoft Community Support Specialist