This is how Visual Studio Code looks on the first start. You will recognize the warning at the top mentioning the missing Git, which we'll need to download:
This is recommended and, after pressing Download Git, you will be forwarded to the download landing page of Git:
You can see the latest source release on the right-hand side and, by pressing on the Downloads section, you are also able to download Git for other platforms.
After downloading it, you will go through the installation. In this case, I am working on a Windows 10 machine ...