There is even an schematic here with dipswitch settings: https://tinyurl.com/hqyazzt
From what I can tell you can set it up with different connections to different parts of the board. I actually quite like the integration that is going on here, but it is rather a complicated thing.
The first thing you need to do, I think, is confirm which kind of firmware is running on the ESP chip. I suspect that will be the infamous AT firmware, which in this case is probably good (see the dip settings to have the USB connected to the ESP chip and read that out with a serial terminal program like Putty).
Secondly, if you confirmed the AT firmware is running on there you can set it into special mode. From what I gather the special mode is basically the "Arduino using ESP as a shield" mode. So, you need to find the corresponding sketches in the Blynk library (from the examples) and try those. Remember the ESP is connected to Tx3/Rx3 of the Arduino, as seen in @Costas his link to the board with the french posts
-found it on ebay too, I've ordered one, a bit more expensive than Ali, but I don't have a CC