To install Visual Studio Code on Windows 10 follow below steps
Step 1: Go to this link
Step 2: It will auto detect your OS, click on Download
Step 3: Open the downloaded exe and accept agreement and click on next on welcome screen
Step 4: Change the directory if you want otherwise click on next
Step 5: You can change the start menu folder if you want on next screen
Step 6: Select checkbox to create desktop shortcut.
Step 7: Review Settings and click on Install
Step 8: Select the checkbox Launch Visual Studio Code to launch it right now otherwise you can launch it later from Desktop or Start Menu shortcut you created.