Connect Visual Studio code to github

First go to github and locate the project you are going to work on.
Copy the URL of the project, for example https://github.com/myuser/myproject.git

now, in your laptop, go to command prompt, and the folder you want to check out and work on the project

lets say
c:\projects\

Create your project folder myproject

go to myproject
now your command line should be on
c:\projects\myproject

To get the project locally (from github), run first
git init
and then
git clone https://github.com/myuser/myproject.git
on the command line
that's all to it. Now we can close the command line

Open up Visual Studio code and open folder c:\projects\myproject
You can now start making changes to your project and also check in checkout from VS Code itself. Look for Git on the tab on left (third button down)