How to install Visual Studio Code and use it to run Python scripts in an interactive window

How to install Visual Studio Code and its Python extension to:
- run Python scripts using an interactive Python window; and
- run Jupyter Notebooks with code and markdown.
For the previous video in the series, on installing the Anaconda distribution of Python, see • How to install Python ...

[@willykitheka7618]

Very well explained! Thanks for creating and sharing!