You already seem to have figured out how to send code from a file within VS Code to the integrated REPL via Ctrl + Enter (for single lines or selected lines) or Shift + Enter (for code blocks divided by ##).
You can either do Ctrl + A Ctrl + Enter to send the whole content of a file to the Julia REPL. (Quick and simple solution without changing your workflow much.)
Or you could follow these two steps that also do what you want:
- Open the Julia REPL in VS Code via
Alt+J Alt+O. - Execute
include("myfile.jl")inside the REPL.
Make sure your current working directory is correct. Exchange “myfile.jl” with whatever your file is called. You can also pass a full file path (e.g. "../../path/to/file/myfile.jl") to the include function. This is useful if you want to access files in another directory than your current working directory but without changing it via cd() first.
Done. 
Does this do what you want?