With a cable modem, when you are conecting to the internet, you connect an ethernet port on your PC to an ethernet port on the cable modem. Usually an RJ45 cable and connectors are used. This is LAN stuff.
Inside the cable modem the signals to and from the PC's network card are processed and sent to & received from the cable company's system.
Out the back of the cable modem comes a coaxial cable. This is not a "LAN". It is an RF connection to the cable company's equipment.
Also, confusingly, ethernet can use coaxial cable with BNC plugs as well as RJ45 stuff.