Install the Python and Jupyter extensions components for Visual Studio Code.
Test with out with a .py file and a jupyter notebook.

Create a .py file directly in a folder. Make sure you modify Windows to enable you to see file extensions. And then run this .py file in VSCode.

Create a jupyter notebook from within VSCode, and save it.

You might be prompted to install some other components, such as PyArrow. You can do this using pip from the command prompt. The command being:
pip install Pyarrow

Using Python and Jupyter Notebooks in Visual Studio Code (VSCode) offers several advantages. Firstly, VSCode provides a powerful and versatile development environment with robust features like code completion, linting, debugging, and version control integration. It allows seamless integration with Python and Jupyter Notebooks, enabling developers to write, execute, and debug Python code and Jupyter cells directly within the editor. This integration streamlines the workflow, making it convenient to switch between code editing, data exploration, and visualization. Additionally, VSCode's extensions ecosystem provides access to a wide range of Python-related extensions, further enhancing productivity and enabling customization based on specific project requirements. Overall, the combination of Python, Jupyter Notebooks, and VSCode offers a comprehensive and efficient environment for data analysis, scientific computing, and software development.