Found somewhere on internet:
"Workstation doesn't have a wireless NIC type, so direct wireless hardware access is out. If you just want to access through the extant host wireless connection, bridging is your answer.
I think the only way to get a wireless NIC dedicated to the VM would be using a USB wireless NIC as a USB-passthrough device on the VM. When you have Workstation running and a USB device plugged in, it should give you an option to change whether that device is connected to the host or to the VM."