Without knowing the layout of your network, I am guessing that the devices you are trying to capture the data between are not communicating via the wireless network (maybe they are connected via ethernet cable instead?) . Alternatively, you may need to capture in promiscuous mode (which might only be available on linux, but I cant remember).
In the general case, the network traffic needs to be hitting the network adapter you are capturing on. The simplest way to ensure this is to capture on one of the actual devices.