Visual Studio Code does not have native support for Lua Debugging. There are some plugins available, such as Lua Debug, that enable debugging of Lua files, but they tend to be Windows-only or require other dependencies. At the time of writing, Lua Debug is the most stable and powerful debugger available in Visual Studio Code. You can download it here: https://marketplace.visualstudio.com/items?itemName=actboy168.lua-debug.