Hi. So I've bought myself a TP-LINK TL-WN722N. I've installed Kali Linux on VMware, I did apt-get update, dist-upgrade and upgrade, installed open-vm-tools-desktop. Now I plug my usb (tp-link) to my laptop, in removable devices I connect it to the virtual machine. The output from commands I've run:

lsusb:
Code:
root@kali:~# lsusb
Bus 002 Device 002: ID 0cf3:9271 Atheros Communications, Inc. AR9271 802.11n
Bus 002 Device 001: ID 1d6b:0002 Linux Foundation 2.0 root hub
Bus 001 Device 004: ID 0e0f:0008 VMware, Inc. 
Bus 001 Device 003: ID 0e0f:0002 VMware, Inc. Virtual USB Hub
Bus 001 Device 002: ID 0e0f:0003 VMware, Inc. Virtual Mouse
Bus 001 Device 001: ID 1d6b:0001 Linux Foundation 1.1 root hub
dmesg | grep firmware:
Code:
root@kali:~# dmesg | grep firmware
[    6.599989] usb 2-1: firmware: direct-loading firmware ath9k_htc/htc_9271-1.4.0.fw
ifconfig:
Code:
root@kali:~# ifconfig
eth0: flags=4163<UP,BROADCAST,RUNNING,MULTICAST>  mtu 1500
        inet 192.168.40.133  netmask 255.255.255.0  broadcast 192.168.40.255
        inet6 fe80::20c:29ff:fe85:d0a5  prefixlen 64  scopeid 0x20<link>
        ether 00:0c:29:85:d0:a5  txqueuelen 1000  (Ethernet)
        RX packets 2988  bytes 3510703 (3.3 MiB)
        RX errors 0  dropped 0  overruns 0  frame 0
        TX packets 1455  bytes 191848 (187.3 KiB)
        TX errors 0  dropped 0 overruns 0  carrier 0  collisions 0

lo: flags=73<UP,LOOPBACK,RUNNING>  mtu 65536
        inet 127.0.0.1  netmask 255.0.0.0
        inet6 ::1  prefixlen 128  scopeid 0x10<host>
        loop  txqueuelen 1  (Local Loopback)
        RX packets 20  bytes 1116 (1.0 KiB)
        RX errors 0  dropped 0  overruns 0  frame 0
        TX packets 20  bytes 1116 (1.0 KiB)
        TX errors 0  dropped 0 overruns 0  carrier 0  collisions 0
iwconfig:
Code:
root@kali:~# iwconfig
eth0      no wireless extensions.

lo        no wireless extensions.
In the right upper corner I can only see wired connections. My network adapter settings are set to Bridged: Connected directly to the physical network

What am I doing wrong?