Download the compiled firmware or compile it yourself (if you need to make changes to the settings)
The newest stable version can be downloaded here
The newest dev version. Has the newest features and fixes, but it may be not be as stable as the Stable version
Can be downloaded here
This is easy. Just unplug your pi pico and replug it while you hold the little button on the board. It will mount a usb drive where you just need to paste the previously downloaded file. The pi pico will automatically reboot. That's it!