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Visual Studio code is available for major operating systems ready to be installed. For windows an installer, for Linux either in RPM or DEB package and for Mac as an App. In principle, the images provided for the workshop, already include Visual Studio Code, but if for some reason you're going to work on your machine directly, then you should have no problem installing it following VIsual Studio's

Live Share Plugin

The Live Share plugin allows to share working sessions by sharing access to working directories, servers and terminals. One of the participants should decide to be the host and share his working session with the rest of the group by providing a link. A simple click on this link is enough to work together in the same project.