Only certain Wi-Fi connection types are supported. If you continue to have trouble, Use an Ethernet cable. If you cannot reach your Router from the current location of your Mac, move it closer to the Router and connect with an Ethernet cable until you can get the basic software installed.
local Recovery System | Internet Recovery |
WEP | Yes | No |
WPA/WPA2 | Yes | Yes |
WPA-Enterprise | Yes | No |
PPPoE (where there is no router handling the PPPoE connection) | No | No |
Captive-Networks (where you click an "Agree" button to access the Internet) | Yes | No |
Proxies (where specific proxy servers must be configured in network preferences) | No | No |
Certificate-based authentication / 802.1x | No | No |
-- In this context, "local recovery" means Recovery_HD from a local Hard Drive.
--"Internet Recovery" is available with certain modern Macs that can recover form a blank Drive using just the Internet (not silver tower Mac Pro). A globe Icon will appear early in this process.
OS X: About OS X Recovery - Apple Support