How to Play With the Pico W
Fleetingplug it. Copy paste the uf2 file from https://www.raspberrypi.com/documentation/microcontrollers/micropython.html or
https://micropython.org/download/RPI_PICO_W/.
Start with your Pico W unplugged from USB. Hold down the BOOTSEL button, and while continuing to hold it (don’t let go!), plug the Pico W into USB. Continue to hold the BOOTSEL button until the RPI-RP2 drive appears!
— https://learn.adafruit.com/pico-w-wifi-with-circuitpython/installing-circuitpython ()