Is it possible coding button script in VSCode

If your script contains UI elements (that you probably created with the designer), opening directly the .js or .vb file will get you your code and a resource section at the end.
See the code in the first post here : FAYT script : Dynamic Tab Groups

EDIT: I realize you probably don't have UI elements if you created all by yourself (IMHO using ui components is way easier with the resource designer). In that case : no RESOURCES section in your code and no need to copy back to the Opus editor (the one you call RESOURCES). Saving in VSCODE should be enough. That's what I do with sublime text, there's no reason it would be different with another text editor.