ESP8266-12E and MCP23017 , unable to identify the application
You have an MCP23017 which connects to the device using the I2C protocol, which means you need the  library.  You also need to ensure that SCL and SDA are 'pulled up' using 4.7Kohm resistors between the data lines and the +ve line.
You will then need to send commands to the device to initialise it and set the pins to OUTPUT.  (See http://ww1.microchip.com/downloads/en/DeviceDoc/21952b.pdf).

When running you will need to update the state of this pins by sending messages such as  0x09 0xFF to turn them all on.

It is going to be worth looking for a library that already does all this, but writing your own shouldn't be too hard.  You will be able to use an Arduino library on an ESP8266.

These chips are the easiest ones to use and learn about I2C, so its worth looking at the manual and trying to write your own "library" (Just start by writing a C++ class within your sketch folder.)