I've tried Visual Studio Code several times in the past. On my current device I remember having tried installing VS code about 3 times since January 2016. I was assessing whether VS code is suitable for instant file edits or not. And I did the same with Atom and Notepad++. Due to its extensibility I'd love to go with VS code but there is a remarkable issue since then:
Even though installation succeeds there is no option in Windows Explorer to "Open in Code" when right-clicking on a file or folder. The same feature was working in Atom each time I tried that. Obviously this issue isn't common since there is little to no information on Google.
I have tried uninstalling VS code and restarted the at least once before re-installing afterwards.
My system: Windows 10 Pro, basically uptodate, on a Surface Pro 4. I'm working as a standard user, but installing VS code globally using privilege escalation from standard account via UAC.