Espressif sell bare chips, modules with castellations for soldering to a PCB, and complete boards that typically contain a module. Some 3rd-party boards use a bare chip. Some 3rd-party boards also have castellations, as do Picos sold without pre-soldered headers. 3rd-party modules are also a thing.

Here's a pic of a module and several boards that demonstrates all of that.

https://imgur.com/a/yxjG8vh