1. Use resistors (e.g. 10 kohm) when pulling CH_PD up and GPIO15 down
2. Connect Tx -> Rx and Rx -> Tx
3. Use a voltage divider in Nano's Tx, as Nano uses higher voltage than ESP-07
4. Nano has only one Hardware Serial and it is shared between USB-connection and Tx/Rx -pins. This means that if you connect your computer to the USB-port you can not use Tx/Rx -pins at the same time. You have to use Arduino's SoftwareSerial-library instead (and start with 9600 baud because Software Serial is not able to run high speeds).
Btw ESP-01 has standard pins and is easy to with a breadboard. And there are lots of examples how to connect and use it.