No. They could simply get in range of the device. The Soviets came up with the first instance of technology that we use in RFID tags and the US was unaware of this until someone by chance happened upon the radio frequency they were using.For that rogue hardware to have any effect (steal my data etc.), it would require my laptop to be connected to the internet? (otherwise they would have to be withing bluetooth / radio distance).
And if the rogue hardware somehow was connected via cellular, my laptop would have internet?
It depends. If it's running on Windows' driver stack, you can probably sniff it on Windows. If it's running on its own, then no, you'll have to find some sort of wireless network packet sniffer. And that's assuming it's using a standardized format.1.
If some radio, Bluetooth, network / wifi transmitter hardware was put in my laptop without my knowledge. The traffic of that hardware, could I monitor that in Windows?
Im familiar with the embedded Windows Resource Monitor.
No. If someone is sniffing your traffic, there's no way to tell.2.
Is there ways to monitor around / outside the laptop, if something malicious shady is going on / traffic?
My phone for example can scan for Bluetooth devices and wifi networks.