I don't use wifi between my EKOS laptop and the pi running Indi, but no reason that you shouldn't be able to. Normally I connect my laptop to my mobile phone's wifi and then use an ethernet cable to the pi and share my wifi internet connection to the ethernet via windows 10.
If you are mobile and want internet from the pi, for online plate solving for instance, you could probably connect your pi and your laptop to your phone's hotspot and then find out the IP of the pi and connect to it.
Otherwise, you could set up the pi as an access point, as you stated, and then connect via your laptop. The advantage with that method is that you'll know the IP of the Pi and it won't change. Having the Pi connect to an access point, on the other hand, will usually result in it getting a dynamic IP and that could complicate matters slightly.
There is a guide
here
which covers using dnsmasq and hostapd to turn the Pi 3 into an access point. It is pretty straight forward but it does take a little bit of time to configure. Keep in mind that disabling DHCP on wlan0 and running the hostapd service will prevent your Pi from connecting to other wifi access points as a client. If you need to get network access to it after things are up and running, you'll have to either connect to the Pi's access point, or use the ethernet cable and attach the pi to an existing network.
That guide missed a step, unless I'm blind (it is also really late here). In order to make hostapd and dnsmasq start on every boot, you'll need to issue an extra pair of commads:
sudo update-rc.d hostapd enable
sudo update-rc.d dnsmasq enable