Super simple:
STEP 1:
File - Preferences - Additional Boards Manager URLS:
Paste this link:
https://github.com/earlephilhower/ard...
Press OK.
STEP 2:
Go to Tools - Board - Boards Manager
Enter "Pico" in the search box and select "Raspberry Pi Pico / RP2040" and then click INSTALL.
STEP 3:
If necessary you can check for the COM (Serial) port in Device Manager (assumes running Windows) - Ports (COM & LPT).
Then under Tools - Port set the COM port for the Raspberry Pi Pico you discovered in the previous step.