Distance - Color RGBLED + Distance sensor HC-SR04 (having strange results)

Will A0 to A5 on pico work the same as A0 to A5 on Espruino?

Ya. The STM32 series is lovely like that - they keep a pretty standard pinout for each package, and they put the peripherals in the same places - like SPI2 is always on B13-B15, etc. In contrast, Atmel (the one who makes the uC's used in arduinos) chooses pin and peripheral assignments with a monkey and a dart board.

Will RX on pico goes to TX on the shield, or does RX on pico go to RX on shield

Depends which way around it's labeled. Things that are Arduino shields are often labeled with respect to the arduino pin function, not the shield pin function. Check the Uno pinout, and connect RX to the pin that would go to the RX pin on the Uno.

Can I safely put 5v 3a direct to pico?

Put the 5v power into BAT_IN (or VBat...), that will be regulated down to 3.3v to run the pico. Do not connect 5v to the pin labeled 3.3v.