@eweiss that will run the entire program in the debugger, and the debugger is slow unless you tell it to run certain things (like file loading) in compiled mode (which means you can’t debug those parts). There is an option to list all the packages/modules that you want compiled in the UI.
Or you can also just run things not in the debugger. If you click the red circled button in the top right of a Julia file, you see multiple options:
Everything except the last option will just run things, but not in the debugger, and should be as fast as if you ran it outside of VS Code.