[DOC]: FAQ to set up the environment with VS code and start contributing

[PatFriedrich]

Which element of the documentation do you want to modify and why?

FAQ could be enhanced because it is missing ATM.
In order to contribute, we needed to setup the environment which could be better explained in the doc.
Furthermore, testing using VS code was not clear. Some screenshots to properly guide novice users would be very helpful :)

Anything else to say?

No response