On Fedora/RHEL/CentOS
$ sudo rpm --import https://packages.microsoft.com/keys/microsoft.asc
$ sudo sh -c 'echo -e "[code]\nname=Visual Studio Code\nbaseurl=https://packages.microsoft.com/yumrepos/vscode\nenabled=1\ngpgcheck=1\ngpgkey=https://packages.microsoft.com/keys/microsoft.asc" > /etc/yum.repos.d/vscode.repo'
$ sudo dnf check-update
$ sudo dnf install code
$ code