Second, click the Select button and browse to the ISO file you downloaded. First, in the Device box, select your USB drive. Lastly, if you are curious as to the reason why you would need to purchase a Wi-Fi adapter for your virtual machine in the first place, that is because the virtual machine is not allowed to access the host's internal Wi-Fi card, because it is a virtual machine and cannot interact with your computer on a hardware level unless you use something like a Wi-Fi adapter. Launch Rufus and insert your USB flash drive into your computer to get started.
HOW TO INSTALL KALI LINUX ON MAC COMPUTERS DRIVERS
Also, if you are considering purchasing a Wi-Fi adapter, I would suggest one that does not require extra drivers to be installed, as that would require access to the internet. However, I know some people who have told me that plugging in such an adapter to a USB hub will cause some sort of "input error", just FYI. Therefore, not every computer will be able to use Wake-on-LAN automatically. To do this, the computer BIOS must support Wake-on-LAN. I don't have much experience with Parallels, but I know that most virtual machine emulators allow you to connect other devices (again, such as an external Wi-Fi adapter). It also does not matter what computer operating system will eventually boot (Windows, Mac, Ubuntu, etc.) The WOL-E feature can be using to turn on a remote computer on any computer that receives the magic packet. However, in order to connect to network interfaces - since you have mentioned the desire to use tools that require a connection to a Wi-Fi network - you will need a USB Wi-Fi adapter. It is possible to run Kali Linux in a virtual machine hypervisor, such as VirtualBox, VMware, and Parallels.