Mauro Riva has written an excellent tutorial on adding LoRaWAN support to the Raspberry Pi Pico using a cheap Lora board and custom MicroPython firmware. He details how to connect the Lora board up to the Pico before going on to describing how to extend the normal MicroPython firmware to support cryptographic primitives. By introducing these primitives, he communicates with the Lora board and opens up the possibility of communication with other Lora devices, such as those on The Things Network.
Until someone comes up with a plugin daughter board for the Pico (and my money is on Pi Supply), this is an excellent start for anyone wanting to use the Pico to “do” Lora. You can read how to do it yourself, and find the Lora board, over on LeMaRiva.