Well at the risk of being redundant!... VMware only presents a Wired Ethernet Adapter to a Virtual Machine. If you want direct access to Wi-Fi from within the Guests OS you need to provide your own USB Wi-Fi Network Adapter and connect it to the Virtual Machine.
Have a look at Image may be NSFW.
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Virtual Machine Features and Specifications and more specifically, Virtual Machine Ethernet Card Support and Virtual Machine Networking Support.
BTW Did you even check the wicd log for errors as the message suggested!? Image may be NSFW.
Clik here to view.
