Here's how it works if you use the Julia extension for VisualStudio code.
The extension adds a bunch of new commands. They all start with "julia", so filtering with this line should show you everything you can do with the extension.
In terms of running Julia code, the extension offers only two options right now. First, you can execute the command to run REPL. This will just show the default Julia prompt, and you can interact with it like any other Julia REPL. Secondly, there is also a command initiated by Ctrl + Enter to send either the current editor selection or the current editor line to this REPL.
There is currently no additional integration offered by the Julia extension. We plan to add debugger support in the future, after which I expect F5 to run the current file in the debugger or something like that. But this functionality is probably a few months away.
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