Development boards such as the Lolin NodeMcu V3 Module probably have the AT Command firmware loaded. Connect the development board to the computer USB port with a micro USB to USB cable (aka mobile phone cable). Then use ESPlorer with latest Java to test. Select the COM port, Select 9600 baudrate, then Click “Reload” or “FS Info”. Select the AT-based tab and try the AT and GMR buttons.
You can go to The ESP8266 Wifi Chip: Part 3 – Flashing Custom Firmware to learn how to flash other firmware. With the Micro USB to USB cable connected, skip down to FLASHING NODEMCU and flash your firmware of choice.