Try "CMake" and "CMake Tools" from the extensions in Visual Code
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I had the same problem and I have solved this problem using these steps.
First create your C++ folder (mine is cpp test) and create the main.cpp file.
Then after making the main method just click f5 and the vs code will pop up a box asking whether C++(GDB) or C++(Windows). refer the photo
Now click on C++(GDB/LLDB).
Now click on g++.exe (Build and Debug active file).
Now the vs code will generate the lanch.json file.
Then go to the main.cpp file, Just click f5 and it will run without any problem. It worked for me.
(Please make sure that you have installed cygwin64 on your computer, mingw is also possible)