If you’re even thinking about experimenting with, let alone actively using, Azure Data Studio, you need to plan on installing a few extensions. Buck Woody has a great list that you should look through in this blog post. If you’re just getting started with Azure Data Studio, I have an introduction here.
Depending on the extension, this could be a simple as a mouse click. However, not all the extensions are that easy. Let’s explore this just a little so when you do start using Azure Data Studio, things are easy.
You can reasonably install Management Studio and never think about adding extensions. Don’t do that with Azure Data Studio, though: a lot of the benefit comes from its extensibility. And Microsoft tends to add things as extensions before bringing them into the base product.