I would say the first thing to check would be to go to this website:
https://marketplace.visualstudio.com/vscode if it doesnt load or you have a connection issue it could be due to a vpn that you have installed.
VS Code uses its own Node.js-based backend. Sometimes it can't connect even if your browser can. So you could try opening the VS Code terminal and run:
curl https://marketplace.visualstudio.com/\_apis/public/gallery/extensionquery
if that fails then there is a network restriction or a DNS issue inside your environment.