I am working on ESP01 wifi project with Arduino UNO board
that library is written for use when programming the ESP8266 directly,
Yes, it's a part of the "ESP8266 core for Arduino" 3rd party plugin that makes it super easy to directly program ESP8266 via the Arduino IDE using the standard Arduino API. Installation instructions are here:https://github.com/esp8266/Arduino#installing-with-boards-manager
Thank you, I will try this.