An ESP-01 is simply a small (smallest?) ESP8266, can be programmed via the Arduino IDE, but is a pain to program due to it's lack of pins and required programming hardware.
This site seems to imply that you need to program it before use?
ESP01/01S RELAY MODULE TUTORIAL: Description This WiFi relay based on AI-Thinker ESP-01/ 01S WiFi module, we use the GPIO0 of ESP-01/ 01S to control the relay by low level. It’s easy to DIY your smart switch to any device by your phone anywhere with this smart relay. Specification…