EDIT: As of ~March 2016, Microsoft offers a C/C++ extension for Visual Studio Code and therefor the answer I originally gave is no longer valid.
Visual Studio Code doesn't support C/C++ very well. As such it doesn't >naturally support gcc or gdb within the Visual Studio Code application. The most it will do is syntax highlighting, the advanced features like >intellisense aren't supported with C. You can still compile and debug code >that you wrote in VSC, but you'll need to do that outside the program itself.