Wifi adapters

If you only want to capture your own traffic, then you'll probably manage OK. If you want to capture WiFi management traffic or WiFi traffic from other machines then life becomes much more difficult on Windows unfortunately.

Have a look at the Wireshark wiki page for WLAN captures, and use the various links there to other sites with recommendations. You might even be better off booting to a Linux Live CD rather than trying to get anything to work in Windows.