Note that this is a reference documentation and not a tutorial with fancy screen shots. Turn to your favorite search engine for those.
I can't get my module working now rereading the docs I see the next sentence:
Make sure you follow a recent tutorial rather than one that is several months old!
My NodeMcu V3 Module is a CH340 board with a ESP8266 module flashed with old firmware from ESP8266Flasher using Win7. (Hell, 2 years is eons ago.)
Where to from here?
Edit: If you have a new Lolin NodeMcu V3 Module then you probably have the AT Command firmware loaded. So connect the development board to the computer USB port with a micro USB to USB cable (aka mobile phone cable). Then use ESPlorer with latest Java to test. Refer to this post and the previous one it links to.