If you're referring to IntelliSense and not just compile/link diagnostics, at this time, there's not much else to do other than wait. Be nice to the people working on implementation, and if you can help, do so.

If you're using cpptools (without CMake Tools)

Implementation of IntelliSense for C++ modules in cpptools is not complete yet. It's tracked by issue ticket Add IntelliSense for C++20 modules importing #6302. cpptools uses the EDG (Edison Design Group) compiler. EDG is still working on implementing support for C++ modules. Their progress can be found in this spreadsheet.

If you're using CMake Tools

I think it should work as long as your build is set up properly.

If you're using clangd

This is also in progress. It's tracked by issue ticket Modules support #1293.