Hubitat has a LAN connection, which is how you connect to the web interface for setup and administration. Wi-Fi devices are (in the way most consumer networks are set up) accessible from this same LAN, so Hubitat--like any device on your network--is able to connect to them over standard TCP or UDP protocols (as long as they are accessible from your network).
The real issue is whether there is a documented or reverse engineered API for such devices. The Hue Bridge is technically wired (not wireless) but is a great example of a IP-connected device with a great, documented, local interface that Hubitat supports natively. Sonoff doesn't have an official Hubitat integration, but there is a community driver that works for many. The important thing is to not assume that Hubitat can connect to any random Wi-Fi IoT device--most are cloud-only, have only undocumented or at best reverse-engineered interfaces, and work poorly if at all outside their manufacturer's "ecosystem."
And as noted above, most of these work a lot better (as will your hub) with a "static" IP address. Some may let you set one directly, but I normally prefer to do it via DCHP reservation on my router by MAC.
