installation

Download .NET Core SDK installer and install it.
https://www.microsoft.com/net/download

.NET Core SDK = Develop apps with .NET Core and the SDK+CLI (Software Development Kit/Command Line Interface) tools

Install Visual Studio Code
Install Visual Studio Code extensions for C# Development
- C# (C# for Visual Studio Code (powered by OmniSharp))

Create a C# project

Create a folder for your .NET application, e.g. NetApp.
Open a command windows and go to the folder.
Run

dotnet new

Output:

E:WorkNetApp>dotnet new
Created new C# project in E:WorkNetApp.

The command will creat a project.json file and a Program.cs file.

Build the project

Open the folder via Visual Studio
Visual Studio Code will prompt:
- Required assets to build and debug are missing from your project, Add them?
  Click Yes
  The operation is same as
  - Create a .vscode folder
  - Add a launch.json file into the .vscode folder

{
    "version": "0.2.0",
    "configurations": [
        {
            "name": ".NET Core Launch (console)",
            "type": "coreclr",
            "request": "launch",
            "preLaunchTask": "build",
            "program": "${workspaceRoot}\bin\Debug\netcoreapp1.0\NetApp.dll",
            "args": [],
            "cwd": "${workspaceRoot}",
            "externalConsole": false,
            "stopAtEntry": false,
            "internalConsoleOptions": "openOnSessionStart"
        },
        {
            "name": ".NET Core Attach",
            "type": "coreclr",
            "request": "attach",
            "processId": "${command.pickProcess}"
        }
    ]
}

- Add a tasks.json file into the .vscode folder

{
    "version": "0.1.0",
    "command": "dotnet",
    "isShellCommand": true,
    "args": [],
    "tasks": [
        {
            "taskName": "build",
            "args": [
                "${workspaceRoot}\project.json"
            ],
            "isBuildCommand": true,
            "problemMatcher": "$msCompile"
        }
    ]
}

- There are unresolved dependencies from 'project.json', Please execute the restore command to continue.
  Click Restore
  The operation will create a project.lock.json, which is same as run

dotnet restore

Build
Press Ctrl + Shift + B,
Output:

Project NetApp (.NETCoreApp,Version=v1.0) will be compiled because expected outputs are missing
Compiling NetApp for .NETCoreApp,Version=v1.0
Compilation succeeded.
    0 Warning(s)
    0 Error(s)
Time elapsed 00:00:03.4166048

Run the project

Edit .vscode/task.json

{
    "version": "0.1.0",
    "command": "dotnet",
    "isShellCommand": true,
    "args": [],
    "tasks": [
        {
            "taskName": "build",
            "args": [
                "${workspaceRoot}\project.json"
            ],
            "isBuildCommand": true,
            "problemMatcher": "$msCompile"
        },
        {
            "taskName": "run",
            "args": [
                "${workspaceRoot}\project.json"
            ],
            "isBuildCommand": false,
            "problemMatcher": "$msCompile"
        }
    ]
}

Run the project
- Way 1:
  Press Ctrl + P
  Input "task ", need a space
  Select run
- Way 2:
  Press Ctrl + Shift + P
  Input > Tasks: Run Tasks, press enter
  Select run
  Output:

Project NetApp (.NETCoreApp,Version=v1.0) was previously compiled. Skipping compilation.
Hello World!

Trick: Run the project with Ctrl+Shift+B
Change the .vscode/task.json by
set task build's isBuildCommand as false,
set task run's isBuildCommand as true,
like:

{
    "version": "0.1.0",
    "command": "dotnet",
    "isShellCommand": true,
    "args": [],
    "tasks": [
        {
            "taskName": "build",
            "args": [
                "${workspaceRoot}\project.json"
            ],
            "isBuildCommand": false,
            "problemMatcher": "$msCompile"
        },
        {
            "taskName": "run",
            "args": [
                "${workspaceRoot}\project.json"
            ],
            "isBuildCommand": true,
            "problemMatcher": "$msCompile"
        }
    ]
}

Try the trick
Press Ctrl+Shift+B
Output:

Project NetApp (.NETCoreApp,Version=v1.0) was previously compiled. Skipping compilation.
Hello World!

Useful User Settings

Auto save
Select File -> Preferences -> User Settings

// Place your settings in this file to overwrite the default settings
{
    "files.autoSave": "afterDelay"
}