To My Windows Computer
If you are wanting to screencast your Pico device to your computer, there is an application that comes with Windows 10 called "Connect". It is disabled by default so you will need to follow these steps to enable it.
Once you complete step 4, search for and open Connect.
To My TV
If your TV has smart TV functionalities, it may have Miracast built into it which would allow the Pico to see the TV and screencast what is seen in the Pico to the TV. If this is the case, following the steps in "On The Pico", you will see an option show up in the Pico's screencasting window for the TV. If this is not the case, then you will require a device which plugs into the TV called Microsoft 4K Wireless Display Adapter.
On The Pico
Put on your headset and press the Pico button on your controller.
Now press the Screencast button.
You should be able to see your computer / TV listed here.
If you can not see any devices in the list then check if Wireless Connections is selected.
Click on the option that has your device's name. The Pico should start screencasting to your computer/TV and you can see what the person wearing the Pico can see.