Wemos D1 R2

Have you installed the boards package for the ESP's

Its NOT an Arduino you have.

You need to copy and paste this into the "additional boards manager" Then restart the IDE.
You may have to then go back into board manager to finish the install.
Just type ESP into the search box in board manager...you should have new options.

http://arduino.esp8266.com/stable/package_esp8266com_index.json

EDIT

You cannot use ESP's with CREATE only the desktop IDE !