Raspberry Pi pico can not download other programs

I have a question, I copied the program into Raspberry Pi pico when I was working on the project of thermal printer parking system, after that I tried to copy other programs but they failed, is it because the pico board can only copy one program?

It is presumably running on Raspbian linux, a full operating system.
That can have as many compatible programs installed as you wish, subject to the capacity of the SD card you use?

Edit - ignore the above, I did not realise the Pico is a totally different thing to other Raspberry Pi devices.

It's more their equivalent of an ARM based arduino type unit, with an all-in-one M0 flash CPU.

I'd guess in that case you may have to use the onboard button when starting it, to put it in bootloader mode??
(Or something like that.).