Question: Like ethernet cable, optical fiber. We have a square wave signal, do we just send that squre-wave signal directly down along the cable? If we do send it directly, why we can not send the square-wave signal directly into the air wireless channel? What is the reason behind? Is it because the cable or wire are more stable but wireless is very unstable?

Answer: 
The physics of antennas plays a large part. To understand this, you must consider the Fourier transform of your signal. For a simple binary NRZ code, where 0 is 0V and 1 is some voltage, Most of the Fourier energy is contained within the frequency range 0-B/2, where B is your bitrate. But antennas are frequency-selective: at the high end, an efficient non-directional antenna has an effective signal collecting area that declines as the square of frequency. At the low end, efficiency suffers if the antenna is much less than a wavelength in dimension. The entire story is much more complicated than above, but any attempt to ameliorate the frequency dependence in some parameters increases the frequency dependence in other parameters. However, an antenna where the ratio of the highest to lowest frequency of operation is small can have nearly constant parameters over that narrow frequency range. Unfortunately, the NRZ signal has a **infinite** ratio, since the lowest frequency is zero! Any attempt to send a NRZ signal directly through a pair of antennas will yield an extremely distorted signal.

The usual cure is to modulate a wave that has a frequency, f, that is at least several times your bitrate. This moves the Fourier energy up to a band, perhaps f±B/2, with a small ratio of highest to lowest frequency. Then, antennas are well behaved, and you may recover the received data with a demodulator.
True square waves do not exist because they require an infinite frequency range, in the real world they will always get rounded off a bit.

Copper and fiber have an awful lot more frequency range than anything you can send over a radio signal and thus they don't get rounded off as much.