The first step is to get Thonny Setup on your system. If you already have Thonny installed, then great! You can continue onto configuring Thonny.
Thonny runs on a variety of systems including Windows, MacOS, and Linux. It is the easiest way to copy files over to MicroPython. Head over to https://thonny.org/ and download the latest version of Thonny. Once that's downloaded, run the installer and go through the steps.
To use Thonny with the Raspberry Pi Pico, you will need to configure a few things. Go ahead and pen up the application if it isn't already running.
You'll first want to go to Tools → Options. Additionally, you can get here by selecting the current interpreter in the corner and choosing Configure Interpreter...