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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.

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.