If you're unable to boot the Pi, let's check to see if your bootloader is working correctly before going through the steps to fix it. First, turn off the power, and unplug everything from the Pi, including the SD card. Then turn the power back on.
If the green LED is blinking in a repeating pattern then the bootloader is running properly, otherwise you've got an issue and the bootloader needs to be reinstalled.
Format a second SD card using FAT (can be FAT16 or FAT32).
We'll need to keep the operating system on the original SD card, that is, unless you want to scrap it and start over. If that's the case, you can use a single SD card. Then follow our guide to install Raspberry Pi OS again when this process is complete.
Since we downloaded a zip file containing the bootleader, we'll need to extract it. You can typically do this by double clicking on the file, and then dragging the contents onto the SD card, using a program like Finder or File Explorer.
If you're comfortable with the CLI you can do something like this:
cd ~/Downloads unzip rpi-boot-eeprom-recovery-2019-05-10.zip -d /Volumes/boot/
Now you can put the SD card back into the Pi, and turn the power back on. Wait at least 10 seconds. If the process is successful, you'll see the green LED blink rapidly (forever). If you don't see this blinking pattern, it failed, and you'll need to repeat the process.
The Raspberry Pi Pico and Raspberries Pi Zero are miles apart when it comes to specs, form factor, and software support.