The reason why airmon-ng is coming up empty-handed in the guest is that you do not have control of the wireless card, in the guest.The hypervisor sets up a connection that allows you to share your internet connection, but it does so by creating a virtual ethernet interface which is bridged with the host extant connection.
You can double check my words by typing the command "iwconfig", it will show that you have no wifi-capable cards on your VM.
The way to gain access to the wifi doman is by means of a USB wifi adapter. There are many guides about that in Google, there are even small movies on youtube. You only have to learn how to transfer control of USB devices from the host to the guest, and the rest is trivial.