So:
Vcc -> 3.3V
RST -> 3.3V
CH_PD -> 3.3V
GPIO 0 -> 3.3V via 1K pullup
GPIO 2 -> 3.3V via 1K pullup
GPIO 15 -> GND (if you device has this exposed).
GND -> GND
Tx -> Rx
Rx -> Tx
The pullups are important (as opposed to direct connection to Vcc) as GPIO 2 is also serial and need to be in the range 1K -> 10K.
Flash mode, leave the pullup in place and ground the GPIO 0.
EDIT: Ground GPIO 0 then power off & on.