So you bought a Linux compatible wifi adapter but it is not "seen" in VirtualBox.

Things to check:

If your computer has a built-in wifi adapter it can NOT be used for wifi sniffing / attacks, you will need a guest compatible external adapter.

The drivers for the wifi adapter might need to be installed on the host machine.

One way to change the Mode of the adapter to Monitor mode is to run the following 

Standalone
airmon-ng start wlan0

Command  Action  Interface  Channel or Frequency
With Channel
airmon-ng start wlan0 153    

With Frequency
airmon-ng start wlan0 5700