The Galileo board doesn’t have Wi-Fi embedded. You have to use an external Wi-Fi card to add this feature. Take a look at this guide about setting up a Wi-Fi card for Galileo: Intel Galileo Meets Wireless - Malinov Family Web Presence. Additionally, besides having the Wi-Fi card, you have to boot the board from the SD Linux Image. The Galileo's default image doesn't include the Wi-Fi drivers so you won't be able to set a wireless connection unless you use the SD Linux Image.