I’ve added those lines to my c_cpp_properties.json file:
"${workspaceRoot}/Intermediate",
"C:/Program Files/Epic Games/UE_4.16/Engine/Source/Runtime/",
"C:/Program Files/Epic Games/UE_4.16/Engine/Intermediate/Build/Win64/UE4Editor/Inc/Engine",
here is the full file: UE4 c_cpp_properties.json - Pastebin.com
IDK yet how to build from VSCode. If you know some way to launch UBT from vscode, this is the cmd to compile(source):
\UnrealEngine\Engine\Build\BatchFiles\Build.bat ProjectNameEditor Win64 Debug "X:\Path\To\The\Project\ProjectName.uproject" -waitmutex