The servo is easy. Use the servo library to control the servo and provide the servo with an external power supply that is capable of supplying the voltage and current required by the servo. There are millions of tutorials on the net on how to use a servo with an Uno.
Here is one of the 50000+ pages on using the MLX90614 with an Uno.
What is the purpose for connecting the ESP to the Uno?
Learn how to connect and program for each individual part. Then you will better understand to be able to integrate them together.
Here is a useful tutorial for planning and implementing a program.