and you would have noticed (or not) that the WiFi icon does nothing else but indicating the strength of WiFi signal, if any, means a WLAN driver must be active thus a signal strength unequal 0 really is shown.
EDIT: MioPocket does NOT come with any WiFi application, as for example "WiFi FileSender" etc, pp. If there is the need for you, you must install such an application by yourself.