hi, basti here, new to the forum.
to setup an esp8266 for connection apm <-> MAVPilot, you need:
the esp module
a bidir 5-to-3.3V level converter (sparkfun)
a transparent serial-to-wifi-bridge firmware (https://github.com/beckdac/ESP8266-transparent-bridge)
flash the module via 3.3 V ftdi (GPIO0 pin low for flash mode), adjust settings (ssid, baud etc.) via AT commands.
then solder level converter + stepdown and cable. plug into telemetry port, connect via wlan, fire up MAVPilot using TCP/IP on 192.168.4.1 port 23 and there you go.
cheers, basti.