It would be useful to know what you were actually doing that caused VSCode to ask for a launch.json.
I’d suggest you open a REPL (with the Julia: Start REPL command, which you can find in the command palette, which, in turn, you can open with F1 or Ctrl-Shift-P) and take it from there, or use the Julia: Execute File in REPL command, which is available with the “play” button in the upper right of the editor.