There's no "formal rule" for how to refer to any sort of technology other than to defer to however it was named by its creators. The standard you're referring to is officially known as 802.11g and is defined by the IEEE. Doing a search across their site, it appears that they use multiple variations, however:
- The G is almost always capitalized
- The hyphen is normally included
- The W is usually capitalized
So in general, I would recommend
a Wireless-G network.
Edit: Here's a link showing IEEE using the Wireless-G format (see near the bottom of the article for an example that's not in the title)