how to use ESP8266 ESP01

Hey everyone,
I'm a high school student and my electronic project includes sending data (strings, real numbers and whole numbers) via WiFi and I don't understand how to use the esp8266 esp01...
if you know a good tutorial and/or can help me that would be awesome

p.s.
I followed this video but it didn't work: Easiest ESP8266 Tutorial (Using arduino) - YouTube
also, I work with Arduino mega 2560

Sending what via WiFi?

Which model?

What does "it didn't work" mean?

Erm change your title in "how do i use" instead of doesn't work.

Good tutorial with some info on the esp8266-01 and diffrent setup guides