The first step to getting the Earle Philhower core to run on your RP2040 device is to install it.
First, open the Arduino IDE.
Then, navigate to File -> Preferences and paste the link below into Additional Board Manager URLs. If the field is initially blank, just paste the link in and press OK. If there are already one or more URLs there, add a comma to the last one and paste the link there and press OK.
The link to copy and paste:
Click “OK” to save these preferences. Then, go to Tools -> Board -> Board Manager and type pico into the search bar, and hit enter. Select Raspberry Pi Pico/RP2040 by Earle F. Philhower, III and press Install. Then press close and you should be all set to connect your RP2040.