And yes, WinPcap is installed. I don't think it should matter, but I'm running Windows XP on a VirtualBox.
On 802.11 wireless networks your wireless network card is capable of capturing traffic addressed to other computers. When encryption isn't used or is compromised, you can steal their credentials.
Doing something similar against cellular networks would require a much more sophisticated attack with specialized hardware that's largely illegal in the United States. I would also hope that cellular communications are encrypted these days.