Is there a device file explorer in VSCode?
There is none. The tools available at your disposal currently are the devtools which run in a browser and embedded in VScode for the latest version 1.20Android Studio/IntelliJ are dedicated IDEs to develop Android applications and hence have low level functionality to interact with the file system of Android Virtual device.
I can't find an easy solution even in 2021.
At the end I do the following
adb shellsucd <where ever I wish>At least I can check the files that I have created
to download
adb pull <source> <destination>