It has 14 digital input/output pins (of which 6 can be used as PWM outputs), 6 analog inputs, a 16 MHz ceramic resonator, a USB connection, a power jack, an ICSP header, and a reset button. It contains everything needed to support the microcontroller; simply connect it to a computer with a USB cable or power it with an AC-to-DC adapter or battery to get started.
The ESP8266 Wi-Fi Module is a self contained SoC with integrated TCP/IP protocol stack that can give access to your Wi-Fi network. (Or the device can act as an access point.) One useful feature of Uno Wi-Fi is support for OTA (over-the-air) programming, either for transfer of Arduino sketches or Wi-Fi firmware.