How do I connect my website to visual studio code?

Hello, I’m new here.

I downloaded the Live Server extension, but all of the videos I’ve watched don’t start from scratch. They already have code typed out, and they seem to be skipping some steps.

I have a website being hosted by HostGator, and I just downloaded Visual Studio Code. And as of right now, I’m a little lost on how to actually code for my website.