First, you're going to want to go to Piper Make's website:
You should be greeted by this screen. Unless you want to subscribe to get access to more tutorials, you can just click 'Let's Go!' or the 'x' button on the pop-up.
If you see a different pop-up that says the version of your browser is not supported, update it and try again.
Now, you should click on the box under the 'Tools' section labeled 'Setup my Pico' and they will guide you through the setup. You only need to do this the first time you use Piper Make, but you should probably still do it every so often to keep the firmware up to date.
For this part, you'll need to plug your Pi Pico into your computer with a micro-USB cable. Make sure that your cable can handle power and data since many micro-USB cables are power only.
It should show you this screen first. Click next to start setting up your Pico. These are also the same steps you would use to update the firmware on your Pico even if you've set it up previously.
Now, plug in your Pico, making sure to hold the white BOOTSEL button as you do so. After you've plugged it in, you can release the button.
Now, navigate to this directory and open it. I pressed 'open' in the upper right-hand corner, but different operating systems might have a slightly different button (pretty sure it's in the bottom right-hand corner in Windows).
Now that you've set your Pico up, it's time to learn how to program it. I'd start off with the 'Getting Started' project since it's pretty easy and shows you around Piper Make and your Raspberry Pi.
Now you should be ready to make your own programs on Piper Make. A good one to start off with is the Blink program if you've got an LED and a resistor on hand.
You can also click on the next section and go through an example I've come up with to use your Pi Pico to send keyboard inputs like a macro pad.