At the very least you need to tell it your Wi-Fi credentials.
Very difficult to help without knowing what you have bought, an ESP8266 is a Wi-Fi capable micro-controller, as to what module you have bought with the ESP8266 at its core we can only guess.
Please provide a lot more information, such as exactly what you have bought, how you have programmed it including the code you used, in code tags </>, as per the forum instructions How to get the best out of this forum