Setting up a Python Environment with VS Code can be tricky. When installing Packages for Python on Windows, things can get messy and sometimes hard to figure out. So it is best to always use a Virtual Environment to stage your development. Once built, it will be there for you to use again. What is good about this method is that it allows you to run different versions of Python or packages. So let's get it set up.
Assuming you have all your VS Code and the appropriate Python Extension installed, we will need to set permission. It's suggested that you use the following command. May require administrator permission to execute it.
Set-ExecutionPolicy -ExecutionPolicy Unrestricted -Scope Process
Set-ExecutionPolicy -ExecutionPolicy Unrestricted -Scope CurrentUser
Creating a virtual environment will allow development to be isolated. It is good when using packages or different Python versions. https://code.visualstudio.com/docs/python/python-tutorial