A USB connection to a computer is the usual ... built a breakout board to help attach either the ESP8266 WiFi or the HC-05 Bluetooth module to the Aux-1 header on the RAMPS board.

There’s also an “ESP8266 IoT SDK”, but from a quick glance at the code, this appears to be an SDK for the SOC on the module, not a simple way to connect the module to a microcontroller.