It's not in by default, but Arduino 1.6.4+ has a library manager - you just go in there and install the ESP8266 lib.
I bought 2 of
this board, has a bunch of IO wired, the USB -> serial converter on board and battery power input/charger for mobile fun.
It took me half a day to find a basic webserver example, a WS2812 example written for Arduino that ran straight without mods, sample code for a graphic LCD that needed minor mods (the library is 3 years old), and to merge all of those into a single basic program. So yeah pretty easy, almost too much... Now need to actually make my application out of those.
No idea about multiple connections and I believe throughput is pretty low so you won't run a router or fileserver on it, but it's great to provide basic remote access/control capabilities.