connect arduino mega to wifi with esp8266 and control it by blynk ?

hi guys.
i want to ask 2 question?

first can i connect arduino to wifi with esp8266?
my project is control arduino and turn on off led with app by ordering to arduino from app.

second if i can, how i should connect esp8266 to arduino? which pins to which pins?

Yes you can connect esp to arduino mega
And esp8266 tx pin connect arduino mega rx pin

what about another connection pins?

is this connection can make arduino access to wifi?