For the PicoVR Unity SDK (depricated) users
1. properly imported the SDK and
2. added the necessary scripts to the gameobjects in your scene (as written in the Quickstart section of the documentation https://sdk.picovr.com/docs/XRPlatformSDK/Unity/en/chapter_four.html),
...just hit "Play" in the Unity Editor. It should start the Game Window in Pico Simulation mode.
For testing your application with your Pico device, you need to make an Android build and run it on the device using ADB.
Sth like 'Pico Link' would be very appreciated.