C# Application using VS Code

You need C# Dev Kit. .Net Install Tools (.Net Runtime Install Tools), .Net SDK, and extensions that these extensions also depend on.
Then >.net option will give you the project create, open, build or similar features – Check Image below)

Having Visual Studio is the best option (and in Windows Environment under VM (Parallels or Oracle Virtual Box, VMWARE, Similar) or not ).
Creating .Net C# project in VS Code

Hope this helps.