With the rapid development of Generative Artificial Intelligence (GAI) technology, Generative Diffusion Models (GDMs) have shown significant empowerment potential in the field of wireless networks due to advantages, such as noise resistance, training stability, controllability, and multimodal generation. Although there have been multiple studies focusing on GDMs for wireless networks, there is still a lack of comprehensive reviews on their technological evolution. Motivated by this, we systematically explore the application of GDMs in wireless networks. Firstly, starting from mathematical principles, we analyze technical advantages of GDMs and present six representative models. Furthermore, we propose the multi-layer wireless network architecture including sensing layer, transmission layer, application layer, and security plane. We also introduce the core mechanisms of GDM at each of the layers. Subsequently, we conduct a rigorous review on existing GDM-based schemes, with a focus on analyzing their innovative points, the role of GDMs, strengths, and weaknesses. Ultimately, we extract key challenges and provide potential solutions, with the aim of providing directional guidance for future research in this field.