One of the benefits of WSL is being able to access your files via both Windows and Linux apps or tools.
WSL mounts your machine's fixed drives under the /mnt/ folder in your Linux distros. For example, your C: drive is mounted under /mnt/c/
Using your mounted drives, you can edit code in, for example, C:\\dev\\myproj\\ using Visual Studio / or VS Code, and build/test that code in Linux by accessing the same files via /mnt/c/dev/myproj.
Learn more in Working across Windows and Linux file systems article.