Connect 2 esp8266 modules to each other

Hi
I create a web server on my esp8266 module
And I want to connect another module to my first module

How can i do this??

Use some wires. TX to RX and vice versa and a common ground will give you quick and easy communication between the two.

Connect another module for.... 'what'?

He probably means wirelessly. But who knows.

Nah, that would be way too obvious.
Maybe OP means the same power supply - so the 3.3V and the GND pins connected. That'd be the simplest way of connecting two such modules to each other.