All Wasabi network traffic goes via Tor by default -there's no need to set up Tor by yourself. If you do already have Tor, and it is running, then Wasabi will try to use that first. You can turn off Tor in the Settings. Note that in this case you are still private, except when you coinjoin and when you broadcast a transaction. In the first case, the coordinator would know the links between your inputs and outputs based on your IP address. In the second case, if you happen to broadcast a transaction of yours to a full node that is spying on you, it will know the link between your transaction and your IP address.