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In a typical home environment this is not that easy to accomplish as you'll have a single combined router\modem\access point that you are unable to capture on. You could try to capture on each device as suggested in the answer from @Ross Jacobs, but that won't work for mobile devices.
If you are able, installing alternative firmware such as OpenWrt on the router\modem will allow you to capture on the router\modem, but that's not a trivial operation.