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.
GitHub - NegasonicX/Raspberry-PICO2040-Flash-Storage: The
Set up your Raspberry Pi Pico W
Raspberry Pi Pico W : Electronics
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How to write to an SD card with the Raspberry Pi Pico
Raspberry Pi, Page 239
BLE with WiFi and FreeRTOS on Raspberry Pi Pico-W
RPi Pico W: Save Data to Flash Permanently Using MicroPython.
Winbond MCU on Eclipse
Raspberry Pi Documentation - Raspberry Pi Pico and Pico W
W25Q32 W25Q64 W25Q128 Large Capacity FLASH Storage Module SPI