Ok.

Having in my hands the RBpico Zero and the RBpico Pro Micro, due to the (somewhat strange, by the way) pin layout, I used the Zero.
With the option to change the VGA output pins, I was able to make it work.

First, I loaded the VGA USB firmware, then I connected a USB-to-serial adapter to provide 5V power and used the terminal to change the VGA pins. After that, it worked perfectly.

A big advantage of this exercise is that if you have a “different” RBpico, you can make good use of it.
What remained on was an RGB LED connected to GP16 (according to the RBpico Zero manual).

Again, I thank you for your comments and help.

I'm sharing an image of the test.

My best regards.