Azure webapplication in Visual Studio Code

I try to make the move from Dreamweaver to Visual Studio Code. We're developing an web application in Azure. So in Dreamweaver I add the site in dreamweaver settings and we can start coding. Now I want to do the same in VSC but I cannot find it in the menu and also could not find an answer to this (obvious) question on the internet (so far).

So, where do I define user settings, a link to my azure development site, etc?

Thanks a lot