This article demonstrates How to launch vscode.exe with MSYS2
Download Visual Studio Code
download the .zip version of the VS Code from the below URL
https://code.visualstudio.com/download
Unzip the .zip into C:\msys64\opt\vscode
Launch VS Code
open 64 bit MINGW by running c:\msys64\mingw64.exe
check version of vs code by running
$ /opt/vscode/bin/code --version
1.58.2
c3f126316369cd610563c75b1b1725e0679adfb3
x64
launch vs code be running
$ /opt/vscode/bin/code .
Advantages, you get all the compilers and executables already in path which makes your IDE more power full
Notice the dot after the command line specifies the workspace location