Can't comment yet, so I'm forced to write this as an answer but based on my experience with Linux and Wi-Fi... you're probably missing a firmware package, so the default configuration didn't pick up on your adapter.
They have specified a couple troubleshooting steps on their website too (have you tried following them?): http://docs.kali.org/installation/troubleshooting-wireless-driver-issues
You should check if there are any errors concerning firmware in your Kernel logs, on Debian this would be in:
On Kali Linux this could be somewhere else or under a different filename (haven't used or tried Kali linux but it's based off of Debian).
Also, you can try and see what network adapters are recognized:
and since Kali Linux is based off from Debian and uses Stretch packages(as it seems according to my findings), then on a PC that's connected to the internet, search for the missing firmware and download their packages off from https://packages.debian.org/stretch/kernel/... then get the firmware package copied on to the PC with Kali Linux and run:
dpkg -i <DEB_PACKAGE>.deb
to install it.
UPDATE: See THIS POST below for the exact packages that you need to download.