I found enabling USB WiFi Adapter in Window 7 much simpler than Linux, precisely Kali Linux. Not that I couldn't do it in Kali but after sometime the connection would drop. But with Windows 7 it didn't take me a fraction of time compared to Kali and with the method I discovered the connection is also not dropping in Kali now.
So here's how to do it with Kali Linux as Guest OS. You can also use the same technique while using other OS such as Windows as Guest OS:
1. First make sure you have added yourself to the user group 'vboxusers'; else you will be unable to view your Wireless USB Network Adapter under the USB Devices list.
2. Now you can select your Network Adapter by going to --> Devices --> USB Devices --> Select your Network Adapter here
Now to save yourself from your 'connection getting dropped' every now and then, make sure you have disabled your Internet connection from your Host OS. See the image below.
You should be seeing something like wlan0 along with the details as in the image above.