I want to build an android app that controls an appliance.
I did some online research and found out that I'll be needing a WiFi module (for example ESP32).
My question is, how do I integrate control of said module into my python\ Java code, and can I use my pc as the server with which it interacts?
Since interacting with a something physical via code is new to me, any other tips are welcome.
Working with a microcontroller like ESP32 is very different from developing Android apps with Java or Python. If this is new to you, I recommend to have a look at Arduino, start working on a smaller project and perhaps read Making Embedded Systems.
Both Bluetooth and WiFi sounds like viable alternatives to your problem. Your Java or Python app on Android or a PC will be a separate app and interact with the appliance over Bluetooth or Wifi. The appliance like ESP32 is a microcontroller that likely will be implemented in C, C++ or Rust although micropython might be an alternative.