I need to send data between two devices which are working with Arduino

I need to connect my devices which are working with Arduino Mega and UNO ?

I bought ESP 8266 , nrf 24l01 , WiFi shield arduino . But I'm unable to find a perfect sample code to implement ! Please anyone help me to send a data from one arduino to another

What is the purpose of the nRF24? It is not a WiFi device.

If you want to use a pair nRF24s rather than WiFi then this Simple nRF24L01+ Tutorial may help get you started. Just be aware that the SPI pins on a Mega are not the same as on an Uno.

...R