Have you seen the videos that are on this website: http://www.espruino.com/ESP8266
They use a 'shim' PCB that you can buy, but it's a nice easy way to get a very compact system.
Either that or you can connect just 5 wires to an ESP01 module - shown in the table here: http://www.espruino.com/ESP8266#wiring-up
If you have a pinned Pico and some patch wires then you can do it without soldering at all.
Thank you, I saw the videos but it seemed a bit fiddly (I'm a software guy). Evently I want to learn, but I don't want to mess up the board.
@Gordon started
Espruino is a JavaScript interpreter for low-power Microcontrollers. This site is both a support community for Espruino and a place to share what you are working on.
Have you seen the videos that are on this website: http://www.espruino.com/ESP8266
They use a 'shim' PCB that you can buy, but it's a nice easy way to get a very compact system.
Either that or you can connect just 5 wires to an ESP01 module - shown in the table here: http://www.espruino.com/ESP8266#wiring-up
If you have a pinned Pico and some patch wires then you can do it without soldering at all.