I hope you are very much anxious to learn about programming your ESP8266 WIFI module using Arduino IDE, even I was on my first day with ESP8266.
This library is open-source and available on GitHub. To install Arduino library, just
make sure you have Arduino 1.6.5. you can download from here. After Installing open arduino.exe file in your windows system.
Go to File → Preferences
which looks like bellow
and paste it in Additional Boards Manager URLs: text box as shown inside red circle in above image. and press OK.
Now Go to Tools→ Board: → Boards Manager
as shown in bellow image
Boards Manager window looks like bellow.
scroll down below, you can see you ESP8266 Library is listed, then click install to install. Like shown in bellow.
Wait for some time, it will download the library from GitHub and install on your PC. Once done restart Arduino IDE.
Now go to Tools → Boards→ Boards Manager → and look for ESP8266 modules, as shown in bellow image.
Choose your wifi module and get ready to play with your IOT Projects.