Hello! 
I am looking for a way to connect the ESP-8266-01 to my Arduino UNO, to be able to control 3 relays from my phone, with an application created with AppInventor. My idea is that, for lack of GPIO pins on the ESP, I would use the ESP as a Wi-Fi interface of my Arduino, with which, I can issue a command through the phone app, receive it on the ESP, and transmit it via serial communication to the Arduino. So far, I have developed the app, it transmits 192.01.0.8//XX with XX being the command I send, for example 192.01.0.8//R1 activates the relay and 192.01.0.8//R0 deactivates the relay, as for the ESP I could configure it by AT commands, and everything OK (except that I get an error when changing the baud to 9600, but it works well in its standard 115200), the AT commands configure them using the Arduino serial, but I understand that it is not the optimal, but Load it using an algorithm in Arduino. My problem is this serial communication with the Arduino and the ESP, how can I make my arduino read that XX that I sent to the ESP?
The answer is far simpler than that!
Put the UNO back in its box and use the ESP-01. 
It is a substantially more powerful and resourced processor than a UNO which is itself, inconvenient to use for serious applications.
The ESP-01 has four available I/O pins, more than sufficient to control a three relay module.
You need to describe what relay module you are using and how you are powering the ESP-01 before I can advise further.
... and you can buy a working combination of a relay with mounted ESP-01 for a few Euro...
RudolfAtRTC:
... and you can buy a working combination of a relay with mounted ESP-01 for a few Euro...
Yeah, that's a clever clogs module!
Includes the 3.3 V regulator. Have one or two, not played with them yet (like a lot of other things!).
But he wants three relays, so will need a - presumably - four relay module and exactly how you connect it depends on how you are arranging power for the relays and the ESP, thus my question.
We will see - if he (ever?) comes back ...