To get the sniffer and firmware files, run the bootstrap subcommand:
nrfutil ble-sniffer bootstrap
This makes nRF Sniffer for Bluetooth LE runnable from Wireshark by copying a shim executable to Wireshark's external capture (extcap) directory.
You can now use nRF Sniffer for Bluetooth LE from Wireshark. See Running nRF Sniffer for more information.