In general, with the Pico 1(W) or Pico 2(W), if you are not using the UF2 loader you ‘flash nuke’ it to clean it out (because some UF2 files expect all of flash to be erased, but do not erase the extra flash yourself), then you indeed upload your desired firmware’s UF2 file. (With zeptoforth on the PicoCalc it is highly recommended to just upload the kernel UF2 and then build the remainder from source, but that’s another story.)
I wouldn’t worry about damaging your board or your PicoCalc in software – the RP2040 and RP2350 can tolerate a lot of overclocking (even though I’m skittish around the very mention of overclocking and don’t overclock mine), and the main way to brick one of these in software is if, with an RP2350, you use picotool to mess with the one-time programmable (OTP) memory on it (but it is hard to do this by accident). The main thing to worry about damaging is the physical hardware of the PicoCalc itself, either by breaking the screen (even though now Clockwork provides pre-cut tape with the PicoCalc to help mitigate this risk) or by attempting some misguided soldering job on it.
Still, there is a lot to learn about the Pico-family boards and the PicoCalc, and I’d suggest learning as much as you can. That said, there are a lot of resources about the RP2040 and RP2350 out there and a large user community, and the documentation and tooling for the RP2040 and RP2350 is better, especially for beginners, than that for many microcontrollers. (E.g. the documentation and tooling for STM32 microcontrollers is, in contrast, easily quite overwhelming and hard even for experienced programmers like myself to digest.)
Note that you’ve said you’ve used Raspberry Pi’s before, but it should be noted that working with an RP2040 or RP2350 board is very different from working with a Raspberry Pi single-board computer – the latter typically runs Linux while the former typically runs on bare metal, and when there is an OS of sorts it is not the kind of OS that uses an MMU or like.
One thing I should say is that part of why ernst probably reacted the way that he did is that anyone getting into Clockwork products really should do a lot of research on every aspect of them before they even hit ‘buy’. They are not like products that you simply buy off the shelf and they are ready to use as is. While they do come with software, the software they come with is generally outdated and should be replaced as soon as you get them. They require a lot of mental investment from you as the user from the very outset.
For instance, before you even close the back cover on your PicoCalc you should replace the software on the STM32 with the latest Clockwork BIOS firmware (I recommend version 1.4 from Clockwork, even though I have not upgraded my own PicoCalc from version 1.2 because I am afraid of opening the back cover on my PicoCalc again). There are important bugfixes and improvements in there, and many firmwares simply will not work with the BIOS software that the PicoCalc ships with. For more information on installing the latest BIOS on the STM32, look at PicoCalc/wiki/Setting-Up-Arduino-Development-for-PicoCalc-keyboard.md at master · clockworkpi/PicoCalc · GitHub.