Just running dhclient will not work on a wireless interace, you will need to setup the proper ssid and possibly also WEP or WPA security first.
Only then can you run dhclient.
If there is no network selected or if the settings are wrong, the "no link" message is displayed.
Also note you must first bring a wireless interface up:
% ifconfig bwi0 up
Take a look at
ifconfig(8), in particular the section "IEEE 802.11 (WIRELESS DEVICES)".