This optional tutorial, as part of the Haxe and HaxeFlixel tutorial series, shows how to setup and use Visual Studio Code for Haxe development. This includes installing the editor, configuring the Haxe add-on, configuring builds and running your code from VSCode.
The text version is available here:
http://www.gamefromscratch.com/post/2017/03/15/HaxeFlixel-Tutorial-Getting-Started-With-Visual-Studio-Code.aspx