Having problems sending an API request

[NOT SOLVED] Hi guys, I need help figuring out how to make an API request, Im very new and i want to make an api get request, I know i need a wifi shield, I think i have something like that (the picture i linked) is that it (it just slips onto my arduino pins)? Do i need something else? From where do i proceed?
When I upload the code from https://docs.arduino.cc/library-examples/wifi-library/WiFiWebClientRepeating it says WiFi shield not present... What Am I doing wrong?

Thanks!

The setup (ESP board on arduino) - Imgur: The magic of the Internet

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