As long as the extension is active and you have a Python file loaded in VS Code, it should run automatically. You can also configure two major options for Pylance right in the VS Code interface.

To do the same, open Terminal, Command Prompt ... After creating and opening the Python file, write a code and click on the Run button. This will execute the code and give you an output screen.

With the official Python extension provided by Microsoft, VS Code offers ... downloaded installer file (usually in your Downloads folder). Double-click the installer to run it.