You need to add a CSS module declaration to TypeScript understands CSS imports. Create a type declaration file on your project root like globals.d.ts and add declare module "*.css";.

globals.d.ts

declare module "*.css";

If this did not works, I suggest you to verify if the TypeScript version on your VS Code is the same to your TypeScript version on your project. Just open the command palette on the VS Code, type "TypeScript: Select TypeScript version", click it and select "Use Workspace Version". This is the TypeScript listed on your package.json.