Then, I used the example: file->Examples->RETIRED->ConnectWithWPA
You left out an important part. It should be File->Examples->RETIRED->WiFi->ConnectWithWPA. That kind of sloppyness will cause you endless problems in programming and electronics.
The WiFi library is only usable for the Arduino WiFi Shield. That shield uses completely different hardware from your ESP8266 and will have absolutely no chance of working with it. So the error message is absolutely correct.
You need to make sure the libraries you use in your code are compatible with your hardware. There are many libraries for the ESP8266.
There are also several completely different ways of using the ESP8266. Each way will require different libraries. The most common way to use an ESP-01 module is to connect it to another Arduino board (your Arduino Uno in this case) and control it over serial using the AT firmware the ESP-01 comes loaded with. For this usage, I recommend the WiFiEsp library:
On the Uno, there is a difficulty: It has only one hardware serial port, which is usually used for uploading to the Uno and for communication with Serial Monitor on your computer. If you connect the ESP8266 to that port (pin 0 and 1 on the Uno), then it will interfere with uploading to the Uno. You can get around that by disconnecting the ESP8266 long enough for the upload and then connecting it up again. A more serious problem is that any debug Serial output in your code will interfere with communications with the ESP8266. So you can't get any output from your board until you get the ESP8266 working well enough to start sending it over WiFi. For this reason, you might consider using the SoftwareSerial library to create a serial port for the ESP8266 on different pins. Leaving pins 0 and 1 free for communication with your computer. The problem with this is that the AT firmware of the ESP8266 communicates at 115200 baud by default but SoftwareSerial will not work reliably at that high a speed. So you need to use the appropriate AT command to set the AT firmware to communicate at 9600 baud.
If you do chose to stick with using the hardware serial port on your Uno for the ESP8266, you should know that the WiFiEsp library has a problem for that usage because the author leaves debug output turned on by default, which is printed to Serial and interferes with communications with the ESP8266. You will need to turn off this debug output before you can use the library with this hardware configuration, as shown here:
You also need to know that the Uno-ESP8266 connections must be made RX-TX, TX-RX. Do NOT make the connections RX-RX, TX-TX.