(continued from the Cobol in schools thread)
myThread is used to achieve a non-blocking console input mechanism that works on all platforms. BBC BASIC needs to be able to check for 'pending' console input without actually consuming any characters; this is relatively straightforward on Unix-style systems because it's possible to call select() on stdin, but there is no fully-functional equivalent in Windows. So a 'universal' solution is to read stdin in a separate thread, where it can safely block without stalling the interpreter.
If you need to "get rid of it" you could revert to the select() method, assuming it (or an equivalent) works on the Pico. That would of course kill Windows compatibility, but that may not be an issue if in any case you need to customise the existing code specifically for the Pico. But is it not possible to create new threads on the Pico? That seems a surprising limitation if so.