It should work fine - I've actually got one here soldered to a Pico.
Are you wiring up by hand, or just connecting it to something like a breadboard?
If you're wiring by hand you should really make GND connect to GND, VCC connect to 3.3v, and LED connect to 3.3v too.
If you're just placing it right in, make sure that the LED pin goes to a GPIO pin that you can also make 3.3v.
It's worth checking that the backlight has lit up - it should be pretty obvious. Some of those displays might need GND to turn the LED on, rather than 3.3v.
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It should work fine - I've actually got one here soldered to a Pico.
Are you wiring up by hand, or just connecting it to something like a breadboard?
If you're wiring by hand you should really make GND connect to GND, VCC connect to 3.3v, and LED connect to 3.3v too.
If you're just placing it right in, make sure that the LED pin goes to a GPIO pin that you can also make 3.3v.
It's worth checking that the backlight has lit up - it should be pretty obvious. Some of those displays might need GND to turn the LED on, rather than 3.3v.