ESP13Shield + Arduino Mega 2560 problem

Thank you Pert for your reply.
But can i ask for more help as I am a newbie and just bought those 2 boards to play around. Can you show me the path on how to use this library and how to check if the ESP board is already working like this even though the blue led is not blinking and no indication it is up and running. Maybe just a sample tutorial for this AT firmware as all the tutorials i can find till now are for DOit