To set the VSCode to run C#, you need to execute the following steps:
1. Open the VSCode and press CTRL+P.
2. Paste the following command, and type enter:
ext install csharp
You need to restart the Visual Studio Code to enable the extension.
After that, you can debug and launch C# application direct within Code.
Take a look at this post: Creating a .NET Core application in just 5 minutes for more details about how to create an .NET Core application on Code.