Don't have a WIFI router or need a more portable solution? Here are some ways to "make your own WIFI":
(Please note that links to online resources break from time to time. A Google search should bring up alternatives)
Windows 7 and greater
Recent Windows versions have built-in support for creating virtual networks on Usb WIFI dongles, PCI cards or laptop WIFI systems.
This will make the computer act as a WIFI hotspot, offering a network that phones and tablets can connect to. Various third party programs exist that simplify hotspot setup. The most popular probably is Connectify Hotspot. The free version, though limited in client count, should do the job.
If you aren't afraid of the command line, you can get the same functionality directly from Microsoft's NetSh suite without installing 3rd party software. There is plenty of information available on the web. This tutorial for example should get you started.
Some Windows 10 devices provide built-in hotspot support if they have an internet connection to share. A switch would appear in the network 'charm' and a 'Mobile Hotspot' topic in the 'Network and Internet' control panel.
Mac OS X
Internet Sharing can be used to create a WIFI hotspot if you happen to have an internet connection to share in first place. Again tutorials are available online, see for example here.
Ap-hotspot can be used to create a virtual accesspoint.
All operating systems can also create ad-hoc networks. Android however does not support ad-hoc networking for security reasons. Don't waste your time with that unless you run a rooted device!
Android portable hotspot
If your Android device has cellular connectivity and you run TouchDAW 1.5 or greater you can also use Android's hotspot functionality to create a network. In that case it will be the DAW computer joining the network. TouchDAW 1.6 supports mDNS on hotspot networks, there is no more difference to regular WiFi networks (except that supplying a hotspot will still eat a lot of precious electricity). Note that you can disable mobile data or remove the phone's SIM card if you are concerned about anything making connections to the internet.
Peer to peer networks (aka. WiFiDirect)
As of TouchDAW 1.6 Android devices can exchange MIDI over peer to peer networks. Primarily of interest for using one device as a WiFi to Usb relay. WiFiDirect support on desktop OSs is spotty (Windows 10, probably Linux) and to my knowledge there are no MIDI drivers that would work with it at the time being.
Usb ethernet adapters
If your Android device has support for Usb host mode you should be able to use standard Usb ethernet adapters (given your particular model is recognized by Android). Note that in most cases you will have to explicitely disable WIFI or apps won't be able to access the wired network interface.