Normally yes, but not in this special case when you are using the Uno as a USB/UART adapter.
The labelling (TX/RX) on the Uno refers to its ATmega328P chip not to its ATmega16U2 (USB) chip which is the one that is used here.
Where are you getting the 3.3v ?
Sticking stripped wires into the female headers is not very reliable,
I usually load an empty sketch onto the UNO rather than connecting Reset to GND. The voltage divider on the ESP's RX pin is missing !! You are likely to damage the unit.
ESP's are not 5v tolerant. UNORX -> 1K -> ESPRX ->1K -> 1K -> GND will be safer.
My esp01 is still fine and it is working once the sketch was uploaded in it
What is shown in the picture is not the original connection.
This is my original connection which i have done on bread board. It will be difficult to identify the connection in the picture so I am not posting the picture.
ESP8266:-------------- >Arduino:
GND -------------------------- GND
GPIO-2 -------------------------- Not connected (open)
GPIO-0 -------------------------- GND
RXD -------------------------- RX
TXD -------------------------- TX
CHPD ------------------------ 3.3V
RST -------------------------- Not connected (open)
That is good to hear. Still you should add the voltage divider. The GPIO pins on an ESP are not 5v tolerant. That it hasn't broken so far doesn't mean it won't later. (in fact chances are it will break at some point)
I found another way the ESP01 can be program via Arduino IoT cloud. I have tried it but I am not getting the option to upload the sketch you can see the screenshot in post one.