Can I set up a function key on to, for example, disable my wi-fi ?

Can I set up my keyboard function key to disable the wi-fi,
and another function key to turn it back on?

Or can I set up winkey+x to do that?

Check the manual for the machine, most Notebooks already have that. Two ways, one is the Fn plus another Fx key or just an Fx key, depends upon the make and model. There's also a switch on one edge of some Notebooks to do it. There is a symbol on the keys resembling an antenna to point to the one to use.