The Code Runner extension for VSC is quite popular, many beginner tutorials recommend using it. I don't.
It's good for compiling single-file programs with some default compiler settings. When your program consists of multiple source files, or you need to customize compiler settings per project, Code Runner is of no use.
Instead I suggest using "tasks", a built-in mechanism VSC has for this purpose. It requires a bit more manual configuration, but is more flexib.e