Open VScode and click on the home icon in the status bar. Restart your VSCode if the home icon does not appear.
Then, in the PlatformIO splash screen (PIO HOME tab), click New Project.
Then choose a name for your project (free choice), select the board WeMos D1 R2 and mini, leave the Arduino framework selected and click Finish.
Then, you should see the following files in the left pane of your VScode.