ESP13Shield + Arduino Mega 2560 problem

Hello

I am using ESP13Shield the one in this link (Quick Start | ESP8266-Based Serial WiFi Shield for Arduino----User Manual) with Arduino Mega 2560. I connected the 2 boards together and tried to find the Doitwifi_config network as mentioned on my laptop but instead i found AI-Thinker_0F2F99. Also the blue led is not blinking at all. I tried to press the KEY button for more than 1 second hoping for any changes but nothing happened. Am i missing something here? Please support

Some of those shields are shipping with the AT firmware instead of the DOIT firmware. So just do some research about the ESP8266 AT firmware and forget about the firmware documentation at that link (you can still use the hardware documentation). You need to be aware that the shield is connected to the Mega via Serial (pins 0 and 1). For this application I recommend this library:

Thank you Pert for your reply.
But can i ask for more help as I am a newbie and just bought those 2 boards to play around. Can you show me the path on how to use this library and how to check if the ESP board is already working like this even though the blue led is not blinking and no indication it is up and running. Maybe just a sample tutorial for this AT firmware as all the tutorials i can find till now are for DOit