Before attempting this further, the deployment of RP2040 SDK is required.
Here is the guide for doing that: https://hackaday.io/project/177166-rp2040-quick-setup-guide-for-win10-and-ft2232h
VSCode Logo in the picture courtesy of: https://www.reddit.com/r/vscode/comments/657x24/vscode_icon_with_a_transparent_center_because_the/