You'll need a micro-USB cable to allow you to connect it to your computer or Raspberry Pi for programming. This is essential; without it, there will be no way to program the Raspberry Pi Pico board.
Want to power your project away from your computer once programmed? The Raspberry Pi universal power supply is perfect for this.
There's also the excellent Get Started with MircoPython on Raspberry Pi Pico book for learning how to use the Pico with MicroPython.