While undesirable (because of no protection on discharge of the LI-PO which is dangerous!) a battery holder for 18650 cells is available here:
Reading pages 20 - 23 of the pico datasheet gives suggestions (and warnings!) about how to power the pico. I’d suggest the pchannel mosfet variant with the below (or similar) charger board is likely your best bet. You can take the charger input from the pico USB connector as shown, or connect the charger power to a coax barrel connector (available in core parts) to power it from a wall wart. There are also standalone protective circuits available, although I don’t know if there is a single cell version available as a Fritzing part, I remember a couple of multicell versions though.
There are several better options here. In general the necessary protective circuitry is built in to these devices (although you should verify that the one you are using has appropriate protection!) Note that bare li-po cells (as used in the battery holder above) can explode or catch fire if shorted, overcharged or overdischarged. The protective circuitry in a charger tries to prevent that by limiting the output current in a short and shutting off before the cell gets too discharged or over charged. This board along with the battery holder above may do what you need. It has the necessary charging circuit (and I expect, but don’t know for sure) appropriate protection circuitry.
Before ordering boards it is a good bet to export the sketch as gerber files and check the gerber files with a gerber viewer (I use gerbv from the Geda project, but there are lots of them) to make sure the parts all fit correctly.
Peter