Ooh yes, I came across this with my home computer - it’s a Windows error caused by out of date security certificates
I fixed it by updating the Windows root certificate: SSL: CERTIFICATE_VERIFY_FAILED, certificate has expired · Issue #1986 · thonny/thonny · GitHub
If you’d rather not do that, there’s an mpy compiled version of the urllib library here: pimoroni-pico/micropython/examples/common at main · pimoroni/pimoroni-pico · GitHub - copy it the ‘lib’ directory on your Pico using Thonny.