Can not get visual code studio connected to my wordpress environment

I have been trying to connect my wordpress enviroment to my VScode with the SFTP plugin but I can not make it work. I have the feeling that I am missing some really simple stuff and that the general articles just assume I already took said steps. What i did and what to know:

Wordpress has a cpanel but no local files I have put the SFTP information that i got from the Cpanel in the SFTP.JSON file and saved it where it told me to save it (i think?)

When i put "SFTP: config" in terminal like a site said i had to, it says unknown command. I feel like im missing a 100 steps. Thanks for you help!