How to Connect Wireless Network Adapter in Linux VMware?

So I've been really passionate about Kali Linux. Heard that VMware running Kali linux on a Laptop won't do Witeless hacking because of the Wireless card limitations. so I went out and bought a Wireless USB adapter that's compatible with Kali Linux for about $20. So I added the Card and installed it, open VMware and put it on.

Then I launch VMware Kali, put in the card and click on devices and select it . Than I do /ifconfig and it shows that it's working right, under Wlan0, but than when I try to connect to a wireless internet, nothing , not one shows up.

I than repeat all the steps, watched multiple videos, nothing shows under wireless. Do I have to connect to my wireless network from the desktop than launch Linux and put in the wireless adapter card? Or am I doing something wrong?

Basically to recap , I'm trying to connect to a wireless (wifi) network on my VMware Kali Linux 2.0 using the external Wireless adapter.