Yes but because you are asking this generic of a question you have a very long way to go to get the skills to actual do this.
As mentioned above step 1 is to get good at the wireshark software. That only helps you analyze the data once you collect it. If you have a seperate router and modem you an place a tap or switch between to capture the data but only going to the internet. You will not see traffic going between wifi devices. This is a very simple method of obtaining data but you are still going to have to learn how to configure a tap or switch that has monitor/mirror abilities.
To really capture wireless data you are going to have to get a unix based machine to get the raw capture and then because you know the pre shared...