The PC starts at 00 on any reset so generally you don't need to set it there. If you want to go to the start again during the program, just write:
You can make that a bit more friendly by putting a label at the start of the code, for instance "start" and then writing
For the actual programming, you need to connect Reset, Vcc, Gnd, ISCP clock and ISCP data from the Pickit2 to the corresponding pins on the 16F628A. You do not need anything else. I mean no other components connected anywhere. You can use 5 short bits of wire poked into the socket int he Pickit2. You should make sure that works before trying programming in your circuit.
There can be a problem if you have configured that 16F628A to have both internal reset and internal RC clock. You should avoid having both of those together.