TDD is just a development concept.
So, the answer to your question is - you need to create a configuration for your building tools that will take care of your testing for VSC. Here - VS-Code Configuration VS> you can find a guide on how to integrate building tools like Grunt or Gulp with VS-code.
But if you do not already have a building process, you first need to create everything that will help you in Test Driven Development. So you need an observer who looks at your code and runs a specific test after changing the code. There are different ways to do this, I hope this short article takes you forward.