So, I installed ARDUINO IDE on my laptop, which took a long time since I had to install the necessary libraries and then I had an unrecognized port problem and I had to find the right drivers for it to work. The USB port where ESP8266 was connected is finally recognized. After all this, to my great surprise, the Arduino Loader.Ino sketch executed correctly and then the "EPaper ESP8266 module" was detected by my laptop and my Smartphone.
But now, if I can connect to the WIFI network of "EPaper ESP8266", I cannot download the html application because either my antivirus blocks me, or other technical reasons prevent my access to this application . But there is progress.
And I still don't understand why I couldn't get these results on my desktop PC. Thank you for encouraging me to find the probable reasons for the technical blockage.