Below are some videos showing how quick and simple it is to flash Annex firmware, but it may help to know about the different scenarios, and what may be most appropriate for you.. .
Various ESP-8266 devices are used to demonstrate different methods of flashing for different types of devices, so even if yours is not identical, its method should be similar to one shown here.

Getting Annex up and running is basically a 2 step process...
   1.  Initially 'flash' Annex firmware to an ESP-8266 device using a serial 'com port' connection
   2.  Thereafter connect to the device using wifi

Step 1 involves flashing the Annex firmware plus any data of your choosing to your ESP-8266 device.
The Toolkit utility contains the serial flasher, which has 4 coloured buttons to provide the different functionality.

The blue button is completely safe and merely reads the device parameters, although it must still be put into 'flashing mode' to accomplish it.
Only the green and yellow buttons actually flash firmware to the device.
The green button is not destructive to data, it only installs the Annex firmware without affecting any existing data.
The yellow button is 'destructive' because it installs the Annex firmware plus overwrites all existing data with the selected data package of examples - the 'full' data package needs a 4Mb device, whereas the 'Min' package fits onto 1Mb.
The red button is completely destructive because it erases all contents - it can be used as a last resort prior to re-flashing if experiencing problems.
The red button can also be used prior to flashing 'firmware only' with the green button to ensure a clean new virgin start without any pre-existing clutter.

The use of any coloured button requires that the device is put into 'flashing mode' for that task.
Most devices with onboard USB (eg: Wemos, NodeMCU, etc) can be 'autoflashed' without manual intervention, buy there are exceptions (eg: Yison-202 Ser Dev Kit module).
The easiest way to find out is simply try to use the blue button... if it is successful then the device has 'autoflash' capability.
 

Step 2 - Connecting to the flashed device using wifi.
When the device is restarted after being flashed, it displays the MAC address and IP address in the serial console, and an SSID corresponding to the MAC address should become available in the Windows wifi list.
Connecting to that SSID causes the Windows wifi interface to assume an IP address on the same subnet as the ESP device.
This has a bearing on whether the F2 Online Help feature will be available from the Edit page on the device.
If the device is defaulted to 192.168.4.1 then the only way the Edit page address would have internet access is if the computer also has another bridged interface which has an internet connection (this could ensure that the device wifi subnet is normally isolated from internet access).
 
In most cases your computer will probably only have one network interface which is connected to your internet router, therefore any wifi devices which also require internet access (ie: for the Online Help facility) must also logon to the router.

(This can be done later by browsing to the default address and entering router logon details in the Config page, then noting in the serial monitor at reboot what address it has been assigned).

The device IP address can be connected to in the Toolkit utility File Manager tab for most management tasks.
Or it can be connected to in the browser for editing and running scripts.