settings.json
Add the following lines of code to your settings.json file which you can access by using the ctrl+, shortcut and clicking the open JSON file button in the top right corner of the VSCode window. Alter the “PATH TO openocd.exe” to wherever your openocd is, including the openocd command for example: "Users/nechry/pico/openocd/openocd".
launch.json
As above, replace the "PATH TO X" with the actual path to X. And the location of the elf file to the actual path of the ELF file.
CMakeLists.txt
Edit CMakeLists.txt and follow the instructions, you should make sure you:
edit your project name include the libraries you need link the libraries to your project