Running and Initial Setup

Now is the time to plug in the Pico to your computer, the one you have installed Thonny on to. You will connect the Pico to the PC using a USB cable. Before you connect the Pico, you need to hold down the BOOT SEL button on your Pico, this is the only button on the Pico so is simple to find.
While holding down the BOOTSEL button, plug the USB cable from your computer in to the Raspberry Pi Pico. The Pico will power up and a folder will appear in your Explorer.
There will be two files in this folder:

INDEX.HTM
INFO_UF2.TXT

Please note that this is a brand new Pico, so we would not expect to see any other files.
Run your Thonny application that you installed earlier.
Select from Thonny, Tools then Options…
Select the Interpreter tab, ensure the MicroPython (Raspberry Pi Pico) Interpreter is selected. From the bottom of this page click 'Install or update MicroPython'
You will be presented with some options for the MicroPython install (or update).
We need to set some of the options here to match our Pico device.

Target Volume - This is the drive in explorer your Pico connected as.

MicroPython Family - RP2

Variant - Raspberry Pi Pico (your Pico type) I am using a Pico 2 W in this example

Version - Select the latest version (unless you have a compelling reason not to)

Once set, click the Install button.
You will see a progress bar to show the installation is running.
Once the installation is complete, the progress bar will change to Done!
Once back at the Interpreter tab you can just select OK
You will now be back at the main Thonny interface. It will have taken just a few seconds for the Pico to reboot.
From the bottom right of Thonny select your Pico Device.
You will see that at the bottom of Thonny, it lists your Pico Device and the version of MicroPython that has just been installed on to it.