how do I capture on a Wi-Fi network on Windows?

Your smartphone isn't a network interface, it's a network host.

Your computer isn't called "Ethernet", your computer's Ethernet interface is called "Ethernet".

Network hosts and network interfaces are different. A given network interface may be on a network with more than one other host on it.

If you want to capture on Wi-Fi, you need to capture on a Wi-Fi interface.

I infer from "as administrator" that this is Windows. Capturing on a Wi-Fi interface on Windows is a bit difficult; you will probably either need to have Npcap, rather than WinPcap, or buy an AirPcap device. See the "Windows" section of the Wireshark Wiki page on Wi-Fi capturing for more details.

Note also that IEEE 802.11 was deliberately designed to make it hard to sniff; most Wi-Fi networks encrypt the packets, and most current Wi-Fi networks encrypt it in a fashion that requires some special effort when capturing. See the Wireshark Wiki page on Wi-Fi decrypting for more details.