ESP32-PICO-D4

ESP32-PICO-D4 is a SIP (System-In-Package) module; it is measured about 7 x 7 x 1 mm and looks like a regular IC chip in a 40-pin QFN package.  But it is actually packaged with ESP32, 4MB SPI Flash, 40MHz crystal, and passives.  A picture of the inside shows that the Flash memory die is stacked on the top of the ESP32 die.  Stacked die packaging has become a standard technique for miniaturization (5 dies can be stacked in 1.4mm package).

ESP32-PICO-KIT

The ESP32-PICO-KIT adds a USB to UART converter, 3.3V voltage regulator and a 2.4GHz antenna.  There are also two buttons for EN and BOOT(IO0); these two pins are also controlled by DTR and RTS respectively, so the Flash programming tool can force the device into the programming mode automatically.

Arduino can be used for development, same as the ESP-WROOM-32 module, using the board "ESP32 Dev Module", or adding a custom board definition to the board file.  The programmer toggles EN and BOOT to enter the Flash programming mode.  For pin assignments, see pins_arduino.h for the specific board.  In particular,

 TX = 1;
 RX = 3;
 SDA = 21;
 SCL = 22;
 SS = 5;
 MOSI = 23;
 MISO = 19;
 SCK = 18;
 DAC1 = 25;
 DAC2 = 26;

The two rows of header pins are documented here and here.