How do you get auto completion and stuff?

Development Pipeline & Plugins Editor Scripting
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You can do that as discribed at Setting up Autocomplete for Editor Python Scripting in Unreal Engine | Unreal Engine 4.27 Documentation.

Following steps executed on Windows 10 and Unreal 5.1 with installed Python Plugins:

  • Open Edit / Editor Preferences
  • Click Plugins / Python
  • Enable Developer Mode ( This step will generate the Python Stub file )
  • Restart Unreal
  • Find the Python Stub unreal.py file in your Project folder at <YourProjectFolder>\Intermediate\PythonStub
  • In VSCode open User Settings via Ctrl/Cmd + Shift + P
  • Type usj and select Preferences: Open User Settings (JSON)
  • Add the following Entry:
"python.analysis.extraPaths": [
   "F:\\Work\\Unreal\\PixelEarth\\Intermediate\\PythonStub"
]

Exchange F:\\Work\\Unreal\\PixelEarth with your project folder.

Now VSCode understands the unreal Package:

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