Most ESP8266 modules are pre-programmed with firmware that responds to AT commands.
You will need to build a circuit to upload the Arduino Core ESP8266 GitHub - esp8266/Arduino: ESP8266 core for Arduino firmware. That circuit is also used when the ESP8266 module is running.
That circuit is found here A Beginner's Guide to the ESP8266
You can buy the resistors + momentary switches on eBay or you can buy an Arduino starter kit.