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The UF2 approach to flashing microcontroller firmware makes the process easier and faster compared to previous approaches. Not all MicroPython boards support the UF2 method and so require the more involved approach of installing special software to do the firmware flashing. The exact process and software required varies between different boards and manufactures.
When you use this flashing software, it will frequently require that you know the exact name of the serial device that the device appears as on your computer. The naming of these devices varies between Windows, Linux, and macOS. This type of software is usually required to be run in the Terminal, so you'll have to have some command-line knowledge to inter with it. For all these reasons, the use of UF2 with supported devices such as the Circuit Playground Express is the preferred way of starting your experimentation with MicroPython.