Add folder of our mendix project to open it in visual studio
Set the Apps Collection to the folder that contains your Mendix projects. The App Folder dropdown box will contain a list of all Mendix projects inside the folder. Please note that it will not contain Mendix projects in sub folders. Select the SummerHill Hospital project. Click Start to start the watch on the theme folder in your project. Open your project folder in Visual Studio Code.. How to do these steps
No sure what you are trying to achieve, if you want to open a Mendix project directory in visual studio code so that you can add custom SCSS styles and than want to compile it to css then you can open the folder by just drag and drop from windows explorer to visual studio code and use Calypso to compile. Once you configure and start Calypso it will start watching your scss changes and compile as soon as you save any scss changes.
I hope I got your question correct else please update your question and add more details.