The solution:
1. Check whether the wireless lan is blocked:
# rfkill list
2. In case it is hard blocked, then unblock it:
# rfkill unblock wifi
3. Run the wifi-menu, connect to the wlan and generate the profile (/etc/netctl/<profile_name>)
4. Make the netctl auto start at boot:
# netctl enable <profile_name>
To run all these commands, maybe it's necessary to install some packages:
- rfkill
- wpa_supplicant
- wpa_supplicant_gui
- iw
- wireless_tools
- dialog
References:
- https://wiki.archlinux.org/index.php/Wireless_network_configuration#Rfkill_caveat