shivani_04:
I made the connections of arduino UNO and ESP8266 as suggested in this forum.
There are hundreds of threads about connecting an Uno to an ESP8266 on this forum. How the heck should we be expected to know which suggestion you followed? You need to provide precise details of how you have the two connected if you want any help.
shivani_04:
But now my serial monitor (on sending AT command) neither shows any error nor respond OK.
What is the baud rate setting in the dropdown menu at the bottom right corner of the Serial Monitor window?
Have you ever uploaded a sketch to your ESP8266? If so, that will have erased the AT firmware.