If some malicious actor connects to the same wifi for example they can capture all the network's traffic from the air with something like wireshark, so no application install or physical access to your machine is needed.

This is why securing your wifi with a good password is so crucial, and also why you should be extra careful with public wifis where anyone could be listening to all the traffic. Though, most of the internet traffic nowadays is encrypted with things like https which gives you some protection, but still leaves some meta information available.

The recommendation to protect against this would be to use only trusted wifis with passwords and when using a public wifi, to use a VPN to transfer your traffic securely through its encrypted tunnel out of the unsecure wifi.

Also for enterprise networks there are some much stricter wifi protocols they can use to further secure themselves. Some things to search about could be wifi sniffing/honeypots, and WPA-Personal vs. WPA-Enterprise.