please find below to step by step guide to run a java function app. there are some steps required to setup env and project in vs code. you can run cmd to launch the function app but ideally you would like to run it directly in vs code for debugging etc.

https://learn.microsoft.com/en-us/azure/azure-functions/create-first-function-cli-java?tabs=windows%2Cbash%2Cazure-cli%2Cbrowser

https://learn.microsoft.com/en-us/azure/azure-functions/create-first-function-vs-code-java