There is no option in the BIOS to disable Wifi. Your motherboard does not have Wifi built in. What it has is the ability to add a Wifi adapter card into one of your M.2 slots. Did you find of these cards in the box with your motherboard?
Wireless Communication module Intel® 1x1 802.11ac Wireless – AC 3165
Intel® Wi-Fi 802.11 a/b/g/n/ac, supporting 2.4/5 GHz Dual-Band
BLUETOOTH 4.2, 4.1, BLE, 4.0, 3.0, 2.1+EDR
https://www.newegg.com/Product/Product.aspx?Item=N82E16833106258