Out of the box, Visual Studio can compile, run and debug programs.
Out of the box, Visual Studio Code can do practically nothing but open and edit text files. It can be extended to compile, run, and debug, but you will need to install other software. It's a PITA.
If you're looking for a Notepad replacement, Visual Studio Code is your man.
If you want to develop and debug code without fiddling for days with settings and installing stuff, then Visual Studio is your man.