When you used Ubuntu in a Windows 10 VM you used the WiFi connection provided by WIndows.
In Ubuntu you have an application for Wifi configuration. Maybe NetManager, not sure. You have to configure wireless.
Changes are the Wifi chipset is not supported. Open a terminal window and type:
It will show your PCI devices and among them the Wifi chip. Check on Google if it is supported by Linux.
If not, buy a supported Wifi dongle.
jlinkels