For Arduino Uno it is possible to use the digital pins with PWM to read analog data, is this also possible with the Wemos D1 Mini?
There is one way you could measure analogue voltages using a PWM output: Use it as a DAC to build your own Successive Approximation ADC:


The PWM is filtered through a low-pass filter to create an analogue voltage
That is compared to an incoming voltage using a comparator
The output of the comparator is recorded for different reference voltages using a "divide and conquer" method.


You can read more about how Successive Approximation works here.

However, doing that would be overly complex and needlessly expensive. It is far better to just add an ADC chip using I2C or SPI. It's cheaper, easier, and the results will be far superior.

But as a learning exercise to discover how ADCs work, it could be kind of fun.