Courtesy: Kevin Darrah
In this video I (Kevin Darrah) will show you how to get started with the ESP8266; wiring it up, flashing FW, and establishing a TCP connection to a data server so you can post/retrieve data to/from your microcontroller.
Electrodragon Reference: http://www.electrodragon.com/w/ESP8266
Firmware Location: click here
Is this the cheap wifi board that I want as I learn to use my Arduino Uno (new to IOT)?
Yes, this Wi-Fi board cost less than 10$.