Using ESP8266 Adapter with Temperature/Humidity Sensor
Thank you everyone for the tips. I have found a way to use the esp8266 adapter with the DHT11 sensor. First of all it was on boot mode all along, I had some code mistakes where my target url includes an 'https' tag on it thus not functioning as expected.

For those who would like to use this specific adapter with DHT11 attached in boot mode.

-Connect all female jumper wires end to the Esp8266 and the male jumper ends to the adapter except for the GPI02.

-The GPI02 slot on the adapter will be empty but the ESP8266 GPI02 end must be connected to the data pin of the DHT11.

Make sure that the ESP8266 and DHT11 sensor have enough power for both devices.