The menubar icon is related to StatusBarApp.app
Possible paths:
/System/Library/CoreServices/StatusBarApp.app
# for version 5.0 (2016) on Mojave
/Library/Application\ Support/WLAN/StatusBarApp.app/
You can close the app by killing the process via the Activity Monitor mac app or entering:
killall StatusBarApp
Note: The app will still open next time you restart the Mac
The app is loaded by launchd while booting. The related plist should be located at /Library/LaunchAgents/ and the file name is Wlan.Software.plist.
To unload the launch agent enter
sudo launchctl unload Wlan.Software
To permanently remove the launch agent enter
sudo launchctl remove Wlan.Software
Alternatively you can remove the file /Library/LaunchAgents/Wlan.Software.plist.
After a reboot the icon should be gone.
I have tested this with the installer TL-WN725N_V2_150901. Since you didn't specify any adapter (or driver) in your question the name of your app/plist may differ. Please check this with launchctl list or launchctl list | grep -i wlan.