It's been a hot minute since I've used vscode, but you want to invoke the command pallet (Ctrl+P I think) and create a build profile/task/something. You then want to do the same for a debug profile. This will create two files under .vscode - you will need to edit the debug one to add the build task as a dependency for the debug profile.
You could also try running dotnet build in the terminal before doing what you are doing already.
Also vscodium won't work, the debugging plugin is closed source and is only available for vscode.