Here's a list of URL schemes I've found:

Open a project or file

Ref: Opening VS Code with URLs - VSCode Documentation

• Open a project
  • vscode://file/{full-path-to-project}/
  • e.g. vscode://file/c:/myProject/
• Open a file
  • vscode://file/{full-path-to-file}
  • e.g. vscode://file/c:/myProject/package.json
• Open a file to line and column
  • vscode://file/{full-path-to-file}:{line}:{column}
  • e.g. vscode://file/c:/myProject/package.json:5:10

Open settings

Ref: Opening VS Code with URLs - VSCode Documentation

• vscode://settings/{setting-id}
• e.g. vscode://settings/editor.wordWrap

Open extensions

Inspect: Try installing any extension from Visual Studio Marketplace

• vscode:extension/{extension-id}
• e.g. vscode:extension/ms-vscode.cpptools

Extension registered URIs

Ref: @Yariv Tal's answer

• vscode://{extension-id}/...
• e.g. vscode://vscode.git/clone?url=https://github.com/microsoft/vscode.git