Electricity is the flow of electrical charge - generally electrically charged particles called electrons in a wire. It can't flow through air, except in the form of electrically charged particles of air - as in a spark or lightning stroke.
Magnetic fields can travel in air, so you can send electricity by using it to make a magnetic field and then using the magnetic field at the other end to make electricity. This is how a transformer works - but it only works efficiently if the two sets of wire making the magnetic field are very close.
You can use it for sending small amounts of electricity a short distance where a wire (or connector) would be difficult, such as charging an electric toothbrush - but it's not efficent for large amounts or a long distance.
