Depending on what provider you have I suggest you open the web browser and type the IP address of the router (default is 192.168.0.1 or 192.168.1.1). Log in using the default username admin and default password admin, if that doesn't work try only typing admin in username and log in without typing password. Then depending on your provider you have a menu where you can choose a bunch of stuff, here you can also block websites and the other things you're looking for.
See these links for more help:
How to block a website using your router
How to set up access control for website blocking - This one is for a TP-Link wireless router but it's pretty much the same no matter what provider you have
How to Block Unwanted Site From Your Router - This is just a wikihow, it's pretty easy to understand
Hope that helped! If you still need help, I would recommend you to give some information on what router and provider you're using.