So I ran into this problem, I installed a fresh copy of Kali Linux onto a VM (VMware) so I could do some pen-testing on my local network without booting into Linux but couldn’t get Kali to use my external wireless card (I needed packet injection capabilities ;))
To make this short and sweet all you have to do to use your external USB wireless card (In My Case an Alfa Card) is just install updated vmware tools (I am assuming you have already added USB Controller in your VM settings…) you can do this by using the following commands on your shell/terminal:
apt-get update
apt-get install open-vm-tools
Once installed you should see your wireless card detecting new networks. This worked on Kali Linux x64 and because its based on Ubuntu Its safe to assume it will work with Ubuntu. Good luck and good hunting ;)