If I understand correctly you want to exclude files from the vscode fuzzy finder. If that is the case, I am guessing the above answers are for older versions of vscode. What worked for me is adding:
"files.exclude": {
"**/directory-you-want-to-exclude": true,
"**/.git": true,
"**/.svn": true,
"**/.hg": true,
"**/CVS": true,
"**/.DS_Store": true
}
to my settings.json
. This file can be opened through File
>Preferences
>Settings