As an alternative, an in addition to @Tommylee2k's helpful insights, you can develop and run Python software for a Pico with absolutely no software needing to be installed on a Windows PC.
At its most basic level, you press the BOOTSEL switch and insert the Pico's USB cable into your PC, and the few MB of space on the Pico appear in your Windows File Explorer as a USB disk drive.
You then write your microPython software using any text editor you prefer. All these general purpose modules are available. And all these Pico-specific modules are available.
You then copy (drag and drop) your Python script to the Pico disk drive and save it as main.py
.
The Pico will then run that script on every subsequent power-up. Of course you can re-attach the Pico to your PC and edit the file at a later date.
That is adequate and simple enough. If you want a REPL and friendly editor and console logging and other developer-friendly features, you can install Thonny for free and code more effectively but it is not actually absolutely necessary. It's a bit like driving a car without ABS, without an automatic gearbox and without aircon - it can get you from A to B without problems but there are easier and more comfortable methods.