how to make arduino read a data from webserver using esp8266

in google there are many project, arduino sent data to database but for my project is arduino get data from database

i use esp 8266 as wifi module , i try connect arduino mega and esp 8266 and its work but this time i need
get data from database and send to arduino by using the wifi module, can you help me

an esp8266 module with SDK AT firmware? if yes, you use AT commands or WiFiEsp library? if WiFiEsp, look at the WebClient example.