An ESP8266 can have at least two WiFi modes… wherein it either broadcasts as an AP that you connect to, or connects as a client to a router. Some tend to start in AP mode so you can connect and setup your routers credentials, then reboot as a standalone dev board.
http://help.blynk.cc/how-to-connect-different-hardware-with-blynk/arduino/esp8266-standalone
Or, as is most common for the the ESP-01, you reflash it with AT firmware and then in AT mode it acts as a simple WiFi to Serial adapter for use on the Arduinos, and only connects to the router (thus no broadcast).
http://help.blynk.cc/how-to-connect-different-hardware-with-blynk/arduino/esp8266-with-at-firmware