Visual Studio Code is intended as a cross-platform IDE for cross-platform languages. The C# extension installs a debugger that can attach to .NET Core applications, but there's no support for debugging full .NET Framework apps.
The Docker extension adds some very useful features, including the ability to add Dockerfiles and Docker Compose files to existing projects, but the generated files do not currently provide debugging support for Windows containers. There is syntax highlighting for Dockerfiles and Docker Compose files and IntelliSense for Dockerfiles.
There are also integrations with the UI , you can right-click on a Dockerfile and have the option to build an image. You can hit F1 key, type Docker, and see ...