Check out example codes for "how to run csharp in visual studio code". It will help you in understanding the concepts better.

Code Example 1

You should have a application if you want to create a application go 
the folder which is your project now use the command in the dir use the 
command dotnet new console to intialize it as a console application. Now 
You will the a file called {You workspace}.csproj go to the file and run it

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