The Ubuntu Desktop installer provides a "Try Ubuntu" environment specifically so you can test that your hardware ...including WiFi adapter... works with Ubuntu before committing to an install.
You have options to connect to the network other ways: You can use an ethernet cable, or your can tether your phone, or you can simply borrow a friend's Wi-Fi adapter for the afternoon.
The specific failure of no-wifi-driver-found-for-your device may have two causes:
Kernel modules (drivers) are contributed to the Linux kernel by the device manufacturer. If you installed an older release of Ubuntu, that contribution may not have occurred yet -- the easiest solution is to try a newer release of Ubuntu.
A few shoddy manufacturers never bother to contribute the modules for their hardware at all -- the easiest solution is to return or exchange that dongle for properly supported hardware.
Compiling and installing your own kernel modules (drivers) is usually (not always) possible, and does indeed require internet access. It requires a great deal of source code. It requires a bit of training -- it's not for beginners. That method went out of fashion almost 20 years ago when installing using software packages supplanted it. It's not considered a serious method of supporting popular software today.
Today, "Linux support" means the modules are already included in the Linux Kernel. Anything else I would consider a fraudulent claim or a con.
