How esp8266 gets response from server..?
There's two things to know here:

You're seeing corruption in your output because SoftwareSerial is not capable of working reliably at 115200 baud. You need to reconfigure your ESP8266 to operate at a lower baud rate (such as 9600) to be able to use it with an Arduino that doesn't have enough physical UARTs.
The response +IPD,4,41 is telling you about the response. It's not itself the response.

It means &quot;IP Data on channel 4 of length 41&quot;. It is then your responsibility to request that data from the ESP8266 using whatever AT command the ESP8266 requires.
Personally I would scrap the AT firmware and program the ESP8266 directly. That way you solve both problems: you can choose what baud rate to communicate at (if you even need to communicate to an Arduino at all), and you have no AT commands to parse or craft. It is a far more efficient way of working with the ESP8266 that trying to fudge things with the AT firmware and an Arduino.