Based on @wesley-banfield 's answer, I got it ran sucessfully:

{
    "tasks": [
        {
            "type": "shell",
            "options": {
              "shell": {
                "args": ["-i"]
              },
              "cwd": "${workspaceFolder}"
            },
            "label": "C/C++: g++ build active file",
            "command": "conda activate test; cmake --build build -j 256",
            "problemMatcher": [
                "$gcc"
            ],
            "group": "build",
            "detail": "compiler: /usr/bin/g++"
        }
    ],
    "version": "2.0.0"
}