Have you tried setting a breakpoint and seeing if it hits?
Assuming the app you are debugging is just a Console.WriteLine("Hello World");
and no breakpoints are set, the app will execute, output hello world, and terminate. Which means you wouldn't see anything happen in VS Code.
If you are super new to all this, I would suggest you look for videos/articles on how to debug using visual studio code as they may provide some insights or concepts you may not already know.