Looks like the compiler can't find GLFW's installation directory for includes and libs. How did you get GLFW on your machine? if you installed it via homebrew you should compile using:
(Apple Silicon)
clang++ main.cpp -o app \
-I/opt/homebrew/include \
-L/opt/homebrew/lib \
-lglfw -framework Cocoa -framework OpenGL -framework IOKit
(Intel Macs)
clang++ main.cpp -o app \
-I/usr/local/include \
-L/usr/local/lib \
-lglfw -framework Cocoa -framework OpenGL -framework IOKit
So I'd find the installation directory and compile via
clang++ main.cpp -o app \
-I/path/to/installation/dir/include \
-L/path/to/installation/dir/lib \
-lglfw -framework Cocoa -framework OpenGL -framework IOKit
Also you might wanna try compiling via command line to get a clearer picture then vscode's.