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Here is a guide to using the pip package manager
https://realpython.com/what-is-pip/
And another one about venv and virtual environments, which is the recommended way to develop python, including with vs code.
https://realpython.com/python-virtual-environments-a-primer/
The two topics are interconnected, so get on with reading ;)
https://code.visualstudio.com/docs/python/environments