HC 21 Wi-fi module

hi guys,
first, I need to say, THANK you very much for all of the information, it was very helpful for understanding some things
but...

I'm pretty new to Ardunio coding and Wi fi connections,
and maybe this is to advanced for me to understand

so if you can help me how can I start with HC 21 modul and Arduino,
I want to connect Arduino on internet/web page and control something (LED, relay, etc.)

so I am asking you to help me how to use AT commands and settings
where to start?

Thanks one more time

-Borna Kapusta