(Optional but recommended): VSLilyPond -- Provides advanced LilyPond language support
Usage Guide
Open your LilyPond-compiled PDF in VSCode using the LilyPond PDF Preview option.
If you have multiple PDF previewer extensions, make sure that you choose LilyPond PDF Preview when opening the file.
Forward point-and-click
Click on the code location you are interested in, then execute the LilyPond PDF Preview: Go to PDF location from Cursor command
Press Ctrl/Cmd + Shift + P to open the Command Palette
It is advisable to bind a shortcut to this feature as you please via the Command Palette