ESP8266-12E as WiFi interface for Arduino Mega
If you know how to write code for the esp8266, then write the networking part in the esp8266 and exchange data and commands with the sketch in Mega over Serial.

Other option is to use AT firmware with the WiFiEsp library or WiFiLink firmware with WiFiLink library.

Or you can connect the ESP-12 to Mega over SPI and use the WiFiSpiESP firmware with WiFiEsp library.

All mentioned libraries are 'clones' of the WiFi library.