How to install "DEY Toolchain" for VSCode?

I want to use VSCode (or VS2022) under Win11 to develop an application for ConnectCore 6UL SBS Pro.
I installed WSL2 and Ubuntu 22.04.2.

Check out this extention and process description here: Developing in the Windows Subsystem for Linux with Visual Studio Code
You can use WSL2. But the compilation happens on the Ubuntu side so you need Visual Studio Code WSL extension to compile. This haven’t been tried but probably should work.
Develop with command line | ConnectCore 6UL
This describes command line compilation tools that you need to integrate in to VS environment.