tasks.json

There are two examples of build tasks (in this case specific for SjASMPlus macro-assembler) but you can modify them by your own and put into your project or workspace directory in .vscode/tasks.json.

{
    "version": "2.0.0",
    "tasks": [
        {
            "label": "Build project",
            "type": "shell",
            "command": "make build",
            "options": {
                "cwd": "${workspaceFolder}"
            },
            "linux": {
                "command": "make build",
            },
            "osx": {
                "command": "make build",
            },
            "windows": {
                "command": "make build",
                "options": {
                    "shell": {
                        "executable": "C:\\WINDOWS\\System32\\cmd.exe",
                        "args": ["/d", "/c"]
                    }
                }
            },
            "group": {
                "kind": "build",
                "isDefault": true
            },
            "isBackground": false,
            "presentation": {
                "echo": false,
                "reveal": "always",
                "clear": true,
                "focus": false,
                "panel": "shared",
                "showReuseMessage": true
            },
            "problemMatcher": "$errmatcher-sjasmplus"
        },
        {
            "label": "SjASMPlus current file",
            "type": "shell",
            "command": "sjasmplus",
            "options": {
                "cwd": "${fileDirname}"
            },
            "args": [
                "--nologo",
                "--lst=${fileBasenameNoExtension}.lst",
                "${fileBasename}"
            ],
            "linux": {
                "command": "/usr/local/bin/sjasmplus",
            },
            "osx": {
                "command": "/path/to/sjasmplus",
            },
            "windows": {
                "command": "X:\\path\\to\\sjasmplus.exe",
                "options": {
                    "shell": {
                        "executable": "C:\\WINDOWS\\System32\\cmd.exe",
                        "args": ["/d", "/c"]
                    }
                }
            },
            "group": {
                "kind": "build",
                "isDefault": false
            },
            "isBackground": false,
            "presentation": {
                "echo": false,
                "reveal": "silent",
                "focus": false,
                "panel": "shared"
            },
            "problemMatcher": "$errmatcher-sjasmplus"
        }
    ]
}