It *is* possible for coop humidity to be lower than outdoors (happens if coop is warmer inside and there are no major indoor sources of dampness feeding the air), also one might wish to know whether the coop humidity is very high when outdoors isn't (which would indicate a problem needing fixing).
Frankly my tastes run more to "use your eyes and nose to tell you whether you've got a problem", since a very humid coop will have odor and "heavy damp" air and in cool weather will have excessive condensation or frost. But I will admit it takes some experience before you can tell what is excessive in these things, and as a former research scientist I am certainly sympathetic to people who just like having numbers for things LOL
So, yeah, you can put a hygrometer in the coop (wireless or otherwise) if you want. Anything below 85% humidity is probably basically-okay (near-100% humidity is particularly bad, unless that is your outdoor humidity too in which case there may not be anything much you can DO about it), lower being better unless you live in desert-y conditions where dust becomes a factor.
HOWEVER two big caveats about relying too heavily on hygrometer numbers in the coop:
1) a huge proportion of hygrometers (especially the dial ones) are grotesquely inaccurate, right out of the box. I own one which is about 26 percentage points wrong (as checked with an analytical-quality lab hygrometer) and have heard of worse. Deviations of 10-20 percentage points are super common. Therefore the first thing you should do is check your hygrometer using the salt method. Use search to find instructions, or I believe there is a stickied thread on it (or something like that) in the Incubating and Hatching Eggs section of the forum. This will give you a correction factor to apply to whatever number your hygrometer reads. It is worth rechecking occasionally as I have noticed that mine seem to drift.
2) I have yet to find anyone who can swear to me that hygrometers sold for household use (which means pretty much any hygrometer you're going to have access to) are as accurate at cold winter temperatures as they are at more-pleasant temperatures. I do not know they aren't, but I would be cautious about assuming it, you know?
So while using your hygrometer if you want, please ALSO keep a weather eye on the condensation situation, and keep your nose peeled so to speak for any signs of that nature either.
JMHO, good luck, have fun,
Pat