As part of our Windows Autopilot white glove documentation, we state that Ethernet connectivity is required “due to the requirement to choose a language, locale, and keyboard to make that Wi-fi connection; doing that in a pre-provisioning process could prevent the user from choosing their own language, locale, and keyboard when they receive the device.” 

But as a number of you have pointed out, it isn’t that hard to make a Wi-fi connection during OOBE.  You can press Shift-F10 to open a command prompt (as long as the device is not running in S Mode), and from there you can launch the Settings app by running the command:

start ms-settings:

And after the Settings app loads, you can navigate to the networking Wi-fi page, connect, and continue from there.

But there’s a slightly easier way.  You can use this command instead to skip the Settings app altogether and just show the Wi-fi fly-out pane where you can connect more quickly:

start ms-availablenetworks:

What you end up with is something like this:

If by chance you also need to complete a captive portal, it won’t pop up automatically, but you can launch a browser (Internet Explorer by default) with a similar mechanism:

start http://www.msn.com

The browser will redirect (at least with well-behaved captive portals) to the captive portal authentication/sign-in/terms page, so you can complete the connection.  Close out of the browser, exit from the command prompt, and you’re set to go.  (So now you too can perform white glove deployments from a hotel room, without carrying a Wi-fi/Ethernet bridge with you.)  We’ll see if we can add an easier way to handle this in the future.

There are also quite a few additional URIs that you can start from a command prompt (or even a script), as documented in the Launch an app with a URI documentation section – the Settings app alone has pages of URIs documented which will navigate to specific settings pages.