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.
Raspberry Pi Pico (c-sdk)] Storage: Ep 4. TinyUSB USB Mass Storage
Raspberry Pi, Page 239
BLE with WiFi and FreeRTOS on Raspberry Pi Pico-W
Raspberry Pi Pico File System & SD Card Reader
Getting Started with Raspberry Pi Pico
Overview, Adafruit SPI FLASH Breakouts
Building, MCU on Eclipse
Getting Started with Raspberry Pi Pico W using MicroPython
How to write to an SD card with the Raspberry Pi Pico