Just a note that C# DevKit extension in VS Code is
not needed. You only ever need base C# extension[0] which gives you code completion, navigation, etc. with Roslyn LSP. Other than that, I recommend skipping complex UIs in VS or Rider for building projects for now and just using CLI - it's a much more streamlined experience.
With that said, if you have JetBrains license, Rider is great and works everywhere if you prefer rich IDE approach.
For debugging when you press F5 in VSC, it will offer you to create build and debug config - just say yes and pick the project. It will launch it next time you press F5.
[0]: https://marketplace.visualstudio.com/items?itemName=ms-dotne...