VirtualBox is emulating a wired connection for your virtual machine. If you go into the configuration for your virtual machine, under Network -> Adapter 1 (I'm guessing) -> Advanced, you'll see the emulated adapter type. The machine is using your computer's (wi-fi) network connection for handling data to and from your virtual machine, but your virtual machine won't see the physical interface. If you want your virtual machine to connect to different wi-fi networks on its own, you'll need to get a dedicated wi-fi adapter for your VM. For example, you can buy a wi-fi USB adapter and let your VM have full control over it. Then you should see wi-fi settings in your virtual machine.