First of all, you need to download Visual Studio Code. You will find all the different versions at https://code.visualstudio.com/download:

After choosing a platform, you will be forwarded to the Getting Started landing page (https://code.visualstudio.com/docs/) and the download will also be started. 

You might find a lot of resources on the internet when starting with VSCode, but this one is definitely one of the best. It receives continuous updates and new features. I would recommend you go step by step through the topics on the left.