While not using your computer, You should turn it off. It can safe your money because of electricity consumption, which is bad for your pocketbook and bad for the planet. And it’s probably bad for the computer.
Basically Wi-Fi is a wireless internet service connection which utilizes the radio waves to transfer the data through a wireless adapter on the computer which transforms data into the radio signal and transmits them the antenna. Which picks and decode the data via the wireless router which is connected to the internet?