ESP 8266 WiFi Libraries

Ok.... I'm now thoroughly confused.... I thought the ESP8266 was the chip ON the WiFi sheild?

Here's what I need to do:

I have several (up to 9) ProMini "clients", each with an 8266 module connected via its serial port. The modules are like this one:

https://www.ebay.com/itm/1x-ESP8266-Serial-WIFI-Wireless-Transceiver-Module-Send-Receive-LWIP-AP-STA-A/201919942897?hash=item2f035dd0f1:g:f78AAOSwT~9WhVbc

I then have a Mega2560, as it requires several additional serial ports for other devices. This Mega will have the same 8266 module connected to one of its serial ports. This 8266 needs to act as an AP, so the others can connect, send/receive packets using UPD, then disconnect. I want the Mega to be able to actually receive and respond to the UDP packets from the clients.

How do I do that? At first, I thought I could just use WiFi.softAP() to turn the 8266 into an AP, but the standard WiFi library does not seem to support softAP. That's when I stumbled across the ESP8266 library, which I first thought was a super-set of the WiFi library. Clearly I was wrong there. So I'm now thinking I need to use the ESP8266 library to turn the 8266 module into an AP, then can use the WiFi and WiFiUDP libraries on the Mega to send and receive packets.

Is that even close to correct?

Regards,
Ray L.