Picoweb's setup has diverged a bit from the standard MicroPython configuration we see in most tutorials.
In this Gist I present the setup instructions used in November 2020 to setup Picoweb in a ESP-32 board. The library itself was developed by PFalcon and he deserves all credit for it.
- Pycopy: is PFalcon's fork for assyncronous MicroPython communication - a brief recap of their divergencies is in this thread.