Bookmark Sergey's blog - he has more useful information on the Galileo than you will find anywhere else.
Not just on connecting to WiFi - how to build a serial cable, how to build a full Linux image, and a lot more.
To try and answer the second half of the question...
I have not used a Yun, but I would imaging that porting from Yun to Galileo will be non-trivial. They are in no way the same thing.
Both run a version of Linux. Both can run Arduino sketches, though in a VASTLY different way. That is about all of the similarities.
Yun has an Arduino device (ATmega32u4) that is connected to a MIPS based processor that runs a version of Linux. It also has WiFi built in and has (at least from what I hear) great development environment.
Galileo is an x86 processor that runs a Linux version that also EMULATES an Arduino device. The sketch you make for Galileo is actually a Linux executable that runs just like any other process. This means the process can be pre-empted by other processes, which means your sketch will not be 100% timing accurate. The Galileo can also connect to WiFi, for a small price (cost of mPCIe WiFi card, and antennas). However, I think it would be accurate to say the development environment is not as robust as the Yun's.