ESP8266 Community Forum

Yes, you can easily use one (or several) of the ESP's pins to control relays. It's up to you, how you configure it, and it only needs very elementary programming skills. There are many, many tutorials available on the Web, check them out...
I have even seen ESP modules with relays for switching mains voltage already attached to them, quite cheap from the East if you don't mind waiting a few days. I've haven't used them yet, but they seem to do what you want.

Sumit Raj wrote:I am trying to make it myself, so would prefer not to use sonoff.

FYI a Sonoff is essentially nothing more than an ESP8266 with a relay and a basic power supply (for the ESP) and though I can't keep you from building your own from scratch, you'd probably might want to start with that, because you won't be able to make it any cheaper, better and safer than a Sonoff.

But... being a somewhat cheeky person myself, just get yourself:

• A WEMOS D1 board
• A relay shield
• A power supply shield
• A wall power supply adapter

And of course a nice box to put all your electronics in and go write your firmware.