If you are looking for a permanent cable run, rather than those fuzzy-brush covers (which have zero insulation or fire-block potential) you can get in-wall ethernet wall plate ports that will seal air out and provide a permanent ethernet receptacle in the wall. The advantage of these is that once you install them, you can disconnect the cable from either side of the wall if necessary, rather than having to snake the cable back out of the the wall again. In your case, even if you’re just going from one side of the wall to the other, this is worth doing if the cable would stay there permanently or if you plan to pipe Ethernet in even after moving the modem to the garage later (not that I recommend that - just keep it inside if you can).
If you use foam to fill any voids or gaps around the cable, make sure you use fire-blocking foam inside the wall (can get it at any hw store). It’s required by code in some areas, better safe than sorry. This is for inside the wall, i.e. you don’t want to see it because it’s typically a bright orange color.
I recommend you use a shielded and outdoor-rated Ethernet cable if possible to cut down on interference. Most good quality cables now are shielded, but wanted to mention just in case.