How to transition from Emacs / Vim to VSCode?

I’ve used Emacs to start a project with several .jl source files, and I’ve been testing code in the terminal. I’d like to try VSCode. But if I open these .jl files in VSCode simultaneously, VSCode will give auto-completion hints only for functions / variables within one .jl file, but not across different files. How do I tell VSCode that these files are part of the same project?

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How are the files related? Do you have a main file that is using modules, defined in the other files? Or are you using include? Can you provide am MWE?

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