mtom1991:
I purchased a WeMos D1
For ref i have a Arduino Mega board
Now that you have the WeMos, the first thing you need to do is assess it against your real needs, which are a total mystery to the rest of us. You may find that the Mega is redundant. I believe the only advantage a Mega has is more i/o. If that is what you need, then mounting the ESP ( perhaps something cheaper than the WeMos ) on a Mega proto board, as suggested, will offer space for other stuff as well. I don't think anybody has mourned the loss of the Arduino WiFi shield - ever.