See Microsoft Docs for details on developing C++ code with VS Code.
The latest DirectX headers and link libraries are found in the Windows 10 SDK. Using the Visual C++ or clang/LLVM for Windows toolsets are the best options for consuming the latest Windows 10 SDK.
You may find the DirectX Tool Kit a useful starting point, although my tutorials focus on the Visual Studio MSBuild build environment. I also reference using CMake. You can use MSBuild through Visual Studio Community, and you can use CMake through either VS Community or VS Code.
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