The ESP8266 ESP-12 module has a 2mm pitch, making it difficult to use on a breadboard with a 2.54mm pitch. Usually you are required to solder the module to a breakout board first.
This is just a quick ‘hack’ to connect the module to a breadboard for some testing without soldering it to a breakout board first.
The cheap prototyping jumper wires you can find on eBay or sites like Banggood.com, the ones with the round pins, fit through the holes in the ESP-12 module (probably some others too). Because the holes are through-hole plated the jumper pins make contact, even if they’re a bit loose.
Now all you need is a way to secure them so they don’t all fall out. For this, a piece of foam works great!
Some IC’s are shipped in conductive foam, so test the resistance of the foam with your multimeter first!
EDIT: I initially said here to avoid the conductive foam, but a message left below by a user suggests that the conductive foam usually has a very high resistance and should be OK to use and would also be beneficial because it provides ESD protection. I have not tested using this foam though.
I find this is a quick way to test new modules before soldering them into a more permanent project.