The "trick" is simple.
Debian per se does not officially ship (and neither does it support) non-free software.
The chip of your Wi-Fi adapter needs the so-called firmware to function properly.
This firmware is not free software and so is not officially shipped by Debian.
Still, the owerwhelming majority of H/W devices is powered by non-free firmware, and the situation is unlikely to change any time soon.
To compensate for this problem, Debian provides the so-called "non-free" area of its archive where it ships some bits of non-free software. These packages do not constitute "Debian proper" and are not officially supported but this does not mean they are not maintained.
(There is also the so-called "contrib" archive area which contain packages of free software which depends or makes use of non-free software and hence sits in between the "main" archive area which is Debian.)
I urge you to read this bit of documenation on what archive areas are to get full understanding of what I outlined above.
Non-free repositories are not enabled by default in the list of sources of packages available to the APT system (and I do not remember off the top of my memory whether the Debian installer with its default settings ask the user about whether it should enable them) but enabling them is not hard.
Basically it amounts to editing the /etc/apt/sources.list
file—see the example here.
Once you have enabled the non-free archive area, run
# apt update
to have APT know about the packages from that area and then install the firmware-misc-nonfree
pakage which contains the firmware for your chip:
# apt install firmware-misc-nonfree
After that, re-plugging your stick should trigger loading of the firmware module.
Please note that what I outlined above (editing the list of package sources and working with APT) use the lowest level of the Debian tooling. If you're using some sophisticated front-end to deal with packages—such as GNOME Software Center or whatever—it may have its own means of enabling non-free archive area and updating the APT database and installing packages, so you may need to adjust your course of actions for that.
To demystify the way I've found what package you need for your Wi-Fi stick to work, let me explain what I did.
Since I know the stick supposedly needs non-free firmware, and if Debian has this stuff packaged, it's shipped in the non-free area, I took the chip model of your stick (MT7601U) and did this intertubes search which has the relevant result in the second position of its outcome.
The next time you may use the smiliar approach.