What happens exactly when you turn off your Wi-Fi?

I was wondering, for the sake of knowing it, what exactly happens when you turn off the Wi-Fi of a Mac? I normally turn it off before putting it to sleep, because there have been some ocassions where after waking up, the Wi-Fi is on but not working. So I was thinking, what exactly happens with the radio when the computer goes to sleep or it's turned off.

* Is it bad to turn off "hard" your Wi-Fi?

* Is it bad to keep turning on and off the Wi-Fi?

I think that it may have to be something about a Wi-Fi service, but I simply don't know nor found any answer on the Internet.

Thanks in advance.

Mac Mini, 2.8 GHz Intel Core i5

OS X 10.10.3