For about $8USD a few things you get are 9 GPIOs, I2C/SPI support, an ADC, and on board WiFi or other goodies. To install ESP8266 NodeMCU board read this. Than insert password and wait result page. It has more memory and also more processing power.
Esp8266 arduino wifi This application connects to a WiFi network and configures a TCP-server listening to the port 1337.