The accepted answer is correct as asked, below answers the opposite question of developing Android on VS Code.
Extensions
Ultimately you can automate building and running your app on a device emulator by adding the function below to your $PATH
and running runDebugApp <module> <start activity>
from the integrated terminal:
# run android app
# usage runDebugApp [module] [fully qualified start activity com.package/com.package.MainActivity]
function runDebugApp(){
./gradlew -offline :"$1":installDebug && adb shell am start "$2" && adb logcat -d > logcat.log
}