I suppose you could do it through the PC but you would need to configure the Ethernet port to forward packets out to the Dreamcast which would effectively turn it into a wireless ethernet bridge. I'm not sure the setup involved would be worth the hassle. My suggestion would be to buy an actual wireless ethernet bridge like the one
here. I have used these before with good results.
Alternatively, you can also get a powerline adapter. I am currently using the one
here and it works great. No configuration needed. Added bonus is you get a more reliable wired connection.