Sorry, not much help here - I'm not much of a normal programmer. I work more in Industrial PLCs (ladder logic.)
-we're about 10+ years behind normal programming. About 10 years ago, we're now able to create our own classes! Called "UDTs" (User Defined dataTypes). And only in one flagship brand (Rockwell) not many of the others. Most others still reference actual memory areas ("N15:12") as opposed to allowing you to name an actual variable ("StilesVariable")
But, anyway, a quick Google search of "c++ project in visual studio code" brings up a page that seems to suggest that native Visual Studio Code does not support C++ programming. You need to install an extension pack to support the code, and you may also need a C++ compiler installed as well.
C++ programming with Visual Studio Code
If you've already done that, then I'm sorry for being basic, and I'm no help. Good luck!