Max Trinidad looks at the VS Code plugin for SQL Server connectivity:
After installing, we need to customized their setting by creating connection(s) to our SQL Server. We do this by opening VS Code “User Preferences” and under “Default Settings.json” we search for the “vscode-mssql” settings to be copied over to our working folder “settings.json” file.
I played with this very early on and would like to see it continue to be developed, but it’s no replacement for Management Studio.