The ESP32-PICO-KIT fits into a mini breadboard. It is fully functional with the minimum number of discrete components, while it has all the ESP32 pins exposed.
Like the ESP8266 the ESP32 has Wi-Fi but adds Bluetooth. It also has two 32-bit cores inside, making it extremely powerful, and providing all the ports and interfaces that the ESP8266 is lacking.
Oversimplifying things, one might say that the ESP8266 is a Wi-Fi controller that provides some I/O, whereas the ESP32 is a full-fledged controller that also has Wi-Fi.
The ESP32 exposes an ADC & DAC, touch sensor circuitry, an SD/SDIO/MMC host controller, an SDIO/SPI slave controller, an EMAC, PWM to control LEDs and motors, UART, SPI, I²C, I²S, infrared remote controller, and, of course, GPIO.
The ESP32-PICO-D4 is a System-on-Chip (SoC) integrating an ESP32 chip together with a 4 MB SPI flash memory in a tiny 7 x 7 mm package. The ESP32-PICO-KIT is a breakout board for this SoC with an onboard USB-to-serial converter for easy programming and debugging.
Besides the board, you'll need a programming toolchain. Complete, up-to-date documentation from Espressif is available on the Read the Docs website.
All instructions and commands presented work as described.
Plentiful additional information and hardware documentation are available too.
Applications for the ESP32-PICO-KIT can be developed on Windows, Linux or Mac.