@Gaurang_Vaghela
Firstly, make certain you do have internet access when connecting the computer directly to the ISP modem. ISP stands for Internet Service Provider, that's who provides you the internet access to your house.
Then confirm what is the Internet connection type provided by your ISP. If your provider provides a PPPoE connection, follow this guide to do the same on the WR820N:
https://www.tp-link.com/support/faq/618/
If the light does light up but it is orange then you likely are dealing with MAC Binding (especially if your ISP is cable). If that is the case try this.
If this does not help please provide more details and pictures of your setup so we can try to help further.