Not Necessary, but can be done
Unless it has some major defect, you shouldn't need to turn off the wireless. Although there won't be any effects (besides no wireless), it isn't necessary. If you want to let it cool down, I would suggest turning it off/unplugging it. The amount of power/heat generated from the wireless antenna is nothing compared to the operating temps. of the motherboard.
In short:
It's not necessary, but if you want to let your router cool down, unplug it.
Please Rate
-dwmcc