After downloading VSCode, it's probably just a binary sitting in your Downloads folder. The first thing you want to do is copy that binary into your /Applications
folder. (Or open Explorer windows for both folders and just drag and drop the VSCode icon into the Applications folder.)
Next, you'll want to make a link to the VSCode app in your user binary folder. (If you don't have one, create it first and then come back.)
Double-check the location of the VSCode binary (mine is at /Applications/Visual Studio Code.app/Contents/Resources/app/bin/code
). Create a soft link to it like so: