In Wireless Networks, you can put your wireless card in Promiscuous or in Monitor Mode.
What is the difference between these two modes ?
Monitor mode: Sniffing the packets in the air without connecting (associating) with any access point.
Think of it like listening to people's conversations while you walk down the street.
Promiscuous mode: Sniffing the packets after connecting to an access point. This is possible because the wireless-enabled devices send the data in the air but only "mark" them to be processed by the intended receiver. They cannot send the packets and make sure they only reach a specific device, unlike with switched LANs.
Think of it like joining a group of people in a conversation, but at the same time being able to hear when someone says "Hey, Mike, I have a new laptop". Even though you're not Mike, and that sentence was intended to be heard by Mike, but you're still able to hear it.
Capture packets on a network that you have connected to. This is likely what you need to be in if you want to analyze packets (Wireshark, tcpdump, etc.)
Capture packets regardless of connected network. No association to AP needed (and no authentication). Because it is not connected to a network, you can't process the Ethernet info.