The modulation scheme is meta-data about the packet that the radio knows, but it's not part of the bits of the packet itself.
Some 802.11 cards and drivers have a way to record and pass along to the sniffer this radio meta data with each frame. Radiotap and PPI are two frame capture formats that include the radio meta-data. If your card an driver support them, you can select them in the data link type pop-up menu of Witeshark's Capture Options window.
On Mac OS X 10.7 "Lion" and later, these are supported by default on the Mac's built-in Wi-Fi card. One or the other is probably supported on most Linux drivers. On Windows, you might have to buy an AirPcap capture dongle to get that option.
You will also need to capture in monitor mode to get the meta-data. Wireshark's monitor mode check box should work on OS X; it probably currently won't work on most Linux systems, but the airmon-ng script in aircrack-ng (which is probably available as a deb/RPM/etc. package for most Linux distributions) should let you turn monitor mode on.
– None – 2013-09-20T18:38:14.843