I am connecting a Raspberry Pi with laptop via Ethernet cable, and I am able to do SSH by PuTTY and Xming. If I do ifconfig in the pi's command line interface, it shows only l0 and eth0, no wlan0.
In many posts people suggested downloading network adapter but all posts are for a wifi dongle not for an ethernet cable.
As suggested in the comments you should check output of lsusb and you will see that there isn't a wireless dongle connected, otherwise you should see wlan0, wlan1, .. as many as connected wifi dongles with their specific hardware addresses. You cannot expect wlan0 to appear as you plug in an Ethernet cable.
In Linux (which is actually the kernel of the OS you are running on your Raspberry Pi) a network interface named eth0 is a wire network interface. So the cable you plug in your RPi on one end, and probably on your router (or a switch) on the other end, is called an Ethernet cable (or network cable).
So if you are using the Ethernet cable (even if plug to a "WiFi" router), it is not using WiFi so you want find a wlan0 to configure but you need to configure eth0.
If now you plug a WiFi card on the USB port (e.g. a USB WiFi dongle) and this WiFi card has a driver for Linux (actually called a module), then you will see a new interface called wlan0. But if you don't have one, of course there won't be one interface with such a name.
I know it is also possible to get a WiFi board via the GPIO ports, but I'm not sure if you will see a wlan0 then. Anyway, this is a bit more "advanced" and probably easier to just use a USB dongle!
lsusbshow?eth0. Are you trying to diagnose problems with your wifi on the RPi? I would start by runningdmesgand see if you can find an entry for your wifi adapter in the logs.