You are mixing up SOCs and devboards. RP2040 is a chip, there has never been version with onboard communication.
Raspberry Pi Foundation released a RP2040 based dev board(Pico W) with an additional external wireless chip, as have others(including boards with an additional ESP32 just do comms).
>Before the end of the year, we expect to ship a wireless-enabled Pico 2 W, using the same Infineon 43439 modem as Pico W, and versions of both Pico 2 and Pico 2 W with pre-installed 0.1-inch headers.