You will get none of the niceties when using VS Code unfortunately.
If you want (accurate) compile errors, you need to compile.
Autocomplete is a complete mess, you can try using the tag parser but that is not context sensitive and will make bad suggestions.
A quick search suggests this may work, seems it hasn’t been updated in a while now though.
If these things are important to you, or you intend to do a lot of C++ in Unreal, you will want to fork out for Rider.