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Likely that you either don't have a capture driver installed, or the installation of it has gone awry. Assuming that you're using a recent version of Wireshark on Windows the capture library will be npcap.
To confirm this and guide you to the next step can you post the contents of the Wireshark Help -> About Wireshark Wireshark tab. There's a handy "Copy To Clipboard" button on it.