Inconsistency Between Expected 802.11 Frame Format and Observed Ethernet II Frames in Wireless Data Transmission

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The full story is long (see https://wiki.wireshark.org/CaptureSet...), but can be abbreviated to the following.

In order to facilitate the integration of wireless interfaces into an operating system, the wireless interface driver software usually presents itself as a (virtual) Ethernet interface to the system. As such it passes along Ethernet II frames, of which is transfers the payload using 802.11 frames over the air interface.

Your capture usually takes place on this (virtual) Ethernet interface, hence you'll see Ethernet II packets. However, a wireless interface may provide a monitor mode, which allows capture access to the underlying 802.11 interface. You can find a checkbox for this in the capture options dialog. Unfortunately this mode is often not very well implemented and therefor may or may not work as expected. This very much depends on the total combination of hardware, driver software and operating system.

Above all this is the operating system, which provides a socket library on which application programs can create applications. This provides a high level abstraction of the communication channels provided by the infrastructure below, of which it usually does not have to concern itself about.

TLDR: No, when using sockets you do not have to worry about the medium the packets are transmitted on.