Hi,
Change baudrate in AT firmware1. Please refer to user manual 7.0 Getting started AT Test and make sure you are ready to enter AT command.
2. If successfully got response from entering AT command, enter AT+UART=115200,8,1,0,0.
3. To verfiy the baudrate is changed, press ESP_RST on WiFi board, change Arduino Serial monitor baudrate tp 115200 baud, and test any AT command.
Change libraryRefer to this
post to download modified library. This post is originally made for Arduino Mega, but it still applies to Uno. As for hardware connection simply make sure jumpers on WiFi shield are on D0 and D1.
Change programSimply change wifi.begin(rx, tx) to wifi.begin(Serial) to use Arduino Uno HardwareSerial. Make sure no other Serial command is used such as Serial.begin, Serial.print etc as they will interfere with wifi process.