https://www.mysensors.org/about/overview tried to describe how MySensors works.
A MySensors gateway can run on ta Raspberry Pi, or on a Wemos (or a number of other hardware).
A MySensors gateway can communicate with a controller using a (virtual) usb port, wifi, wired internet, cellular internet, etc.
For your wifi connection, you can use a wemos gateway if you like. In that case, there is no need to connect a nrf24 radio to the wemos.
For "radio waves" you can build a MySensors node with nrf24 if you like. If you do that, you will need a gateway that also has a nrf24 radio.
