@ScruffyFurn show you how to use Visual Studio Code with Unity on your Mac.
Have you compiled your project in Code? As far as I know you cannot compile the project from within Code.Also, the project window in Code shows every single file in your project (.meta, .jpg, .pdf, etc) - that's so annoying.
I have not compiled my project in Code... Mostly due to its lack of ability to do so. It is just an editor not a IDE. This should be compared to products like notepad++.