Set As Default File Explorer (Windows)
This guides involves modifiying the Windows registry, make sure to crate a backup beforehand to recover if you got any problem with Xplorer. Please keep in mind that this metod may not work for everyone.
Click here to Microsoft official documentation on how to backup and restore the registry
- Type 
Win+Rand typeregedit.exe - Click 
Yeson the questionDo you want to allow this app to make changes to your devies - Create a backup of the registry (see caution above).
 - Navigate to 
Computer\HKEY_CURRENT_USER\Software\Classes\Directory - Create a key named 
shellif not existed by right and set the default key value toopeninxplorer - Create a key named 
openinxplorerundershell - Create a key named 
commandunderopeninxplorerand set the default key value to"C:\Users\User\AppData\Local\Programs\Microsoft VS Code\Code.exe" "%V" 

info
To create a new subkey, right click on the parent key and select New > Key. 
To set the default key, double click or by right click and click Modify on the Name and enter the value there. :::