You can run PowerShell Core from the PowerShell Integrated Console in VS Code & Azure Data Studio, even on Windows. It’s amazingly easy to switch back and forth.
To make the switch, just hit Ctrl + Shift + P to bring up the Command Pallette. Once it’s up, type `Show Session Menu` and then select that from the drop-down.
Once you’ve selected that, a new menu-list will appear. Next, pick which version of PowerShell Core you want to run. (You can even run one of the Preview versions of PowerShell Core, download from here.)
After this, the PowerShell session currently running in your PowerShell Integrated Console will close; and a new PowerShell session running PowerShell Core will start with your selected version of PowerShell.
Yep, that’s all there is to it.
It’s easy, it’s peasy. And I hear, it’s even lemon-squeezey 
Cheers!
