So far as I know, Workstation still doesn't offer a way to 'pass-through' your wi-fi adapter to a guest so that it shows up in a guest.
Instead it starts with (or you can add some) its own virtualized network adapter that can 'use' your hosts connection, in this case your wifi if you are already connected. By default I think it starts with NAT, which should work for you 'out of the box' however if you can't use the internet you could try switching it to Bridged. Be warned that some wifi router configurations won't play well with bridged wireless adapters though.
