Sorry for necroposting, but I am just beginning to dabble with using a Pico and came across your question. Perhaps someone else might be in the same boat and needs a cable. The programming port uses TTL transmit and receive signal levels, and a plain vanilla (no MAX232 device) USB converter for less than ten bucks works just fine. If you want to get fancy, use a 1.27 mm pitch header plug for the three wires.