I used Visual Studio 2008 to 2017, all of which have this feature, as shown below:

yellow arrow (debug pointer), which can be used to control the executable line (or the thread of execution) during debugging, which allows the user to move the arrow just with the mouse.
In Visual Studio code, the arrow shows the progress bar, as shown below:

But it (the debug pointer) cannot be manipulated or moved with the mouse to change the execution line (or the thread of execution) during debugging.
- , Visual Studio, ?