Click on the kernel picker button (top right corner)
Click on Select another kernel...
Select Spot Ocean for Apache Spark item in the list
Enter your accountId, token and pick the cluster you want to use
Select the config-template you want to use. (Config-templates can take few seconds to appear in the list)
Run code in your notebook. First execution can take some time as a spark app needs to be started in your cluster
Tips
Kernel shutdown / App termination
Closing your notebook may not result with app termination.
You may have to go to Spot console and kill your notebook application.
Or you can use Jupyter PowerToys extension to be able to shutdown kernels without leaving VSCode.
Troubleshooting
I don't see Spot Ocean for Apache Spark in the Jupyter Connection options
Make sure VSCode and Jupyter extension are updated to their latest version
I don't see config-templates from my cluster in the kernel picker
Try this :
Close your notebook files.
Open the Command Palette (Cmd+Shift+P) and select Developer: Clear Notebook Kernels MRU Cache.
Re-open your file and re-connect to cluster.
Your config-templates should appear in kernel picker.