I have created simple React App deployed to Azure Web App using Vs code, even I'm facing the same issue.

Firstly, Check the Kudu Console If the necessary files are deployed or not by using below URL.

https://<AzureWebName>.scm.canadacentral-01.azurewebsites.net/newui

If the files are not deployed correctly then redeploy it again.

Make sure to run the below command before deploying to Azure using VS Code.

npm run build

Follow the below steps to deploy the app to Azure.

I added below Startup Command in the configuration section of Azure Web App.

pm2 serve /home/site/wwwroot/build --no-daemon --spa

Azure Output: