The Raspberry Pi Pico comes with 2 MByte FLASH. If more is needed for example to store data or for a data logger, this article shows how it can be extended with a 16 MByte serial flash using the LittleFS file system.
RP2040 Thing Plus Hookup Guide - SparkFun Learn
RPi Pico W: Save Data to Flash Permanently Using MicroPython.
Getting Started with Raspberry Pi Pico
Sometimes you need a little extra storage for your microcontroller projects: for files, images, fonts, audio clips, etc. If you need lots of space,
Adafruit SPI FLASH Breakout - W25Q64 - 64 MBit / 8 MByte
RP2040 mikroBUS™ Development Board Hookup Guide
RP2040 Thing Plus Hookup Guide - SparkFun Learn
How to write to an SD card with the Raspberry Pi Pico
FLASH MCU on Eclipse
Add extra Storage to the Raspberry Pi Pico with W25Q128 and
RP2040 Thing Plus Hookup Guide - SparkFun Learn