The problem I was facing was really about the firewall rule.
I created a new firewall rule for WLAN. I selected "WLAN net" for Source. Of course, I also selected "WLAN" for the interface. I also selected "any" as the protocol.
I made the settings for Captive Portal. From the DHCP Leases page, I have defined an IP address outside the DHCP range to my mobile phone. I added the static IP of my mobile phone on the Allowed IP Addresses tab from the Captive Portal Zone page.
I can connect to wireless internet automatically through Captive Portal.
Thanks for everything!