The Raspberry Pi is a low cost, credit-card sized computer. You can use it as a personal computer. It is mostly used in projects. It also provides a set of GPIO (general purpose input/output) pins with which you can control electronic components making it excellent for various types of embedded, robotics and IoT projects.
The Raspberry Pi Pico series is a range of tiny, fast, and versatile boards built using RP2040, the flagship microcontroller chip.
The Pi pico does not have any Wifi or bluetooth connectivity
There is another version of pico named pico W
The pico W has Wifi and bluetooth connectivity