Hi @akshayagg009 and welcome to the Cayenne Community, we’re excited to have you here.
Until we have official ESP8266 support (which is on our product roadmap), we do have some of our Community leaders who have had success with integrating this module into Cayenne. See this post from kreggly, and entire thread that it’s in, too: Esp8266 - #20 by kreggly
Start with that and use myself and the rest of the community as a resource if you get stuck, we know it’s possible to get this running even without official platform support.