The firmware for the PSOC4 + esp8266 is up on github. You can use the Cypress board to test it, P1.5 is the LED output.
Details are in the eagle file and the firmware schematic in Cypress Creator Project.
P3.2 connect via buffer to CH_PD
P3.0 WIFI RX
P3.1 WIFI TX
P0.7 Boot Switch
P1.5 LED strip
P1.6 Status LED
You should either run the PSOC+ESP8266 and logic level to 5V for the led strip, or logic levels between the esp and PSOC , i have run the ESP at 5V IO with 3.3V power, for weeks (accidentally) but i guarantee your only ESP8266 that took 6 weeks to ship will immediately explode if you try that.
I did move some of the lines around in eagle, so they wouldn't conflict with the debug pins, since its an active repo they can get out of sync. So verify against schematic in Creator 3.0
Preset the BAUD rate of the ESP8266 to 460800 with AT command AT+CIOBAUD=460800
This baud rate is set in the XMAS Lights TopDesign, double click the uWIFI tab to see it, changing it there requires a change to the ESP8266 BAUD rate as well, use the echo_mode() function in the firmware for a passthru, if using the $4 cypress board, it'll appear at 115200 baud on the its serial port when plugged into a PC. The Two UARTs have independent speeds.
Edit the run_server() for your WIFI's AP name and password too..
You can use the Cypress UART Bootloader (Tools/BootLoader Host 115Kbps) or a minipro etc to load this firmware.
All you have to do is send 450 bytes of UDP to the ESP and the LEDS will display it. I'll add PC code next. You can send to specific IP or broadcast UDP (not recommended for WIFI) use UDP port 40002
esp8266 rx > tx, tx -> rx, , p3.2 to CH_PD via logic level converter. LED strip directly to P1.5 , all grounds common.
It's all a little rushed, so i may have missed something out.