How to set up vscode with salesforce sandbox

1. Press Ctrl + Shit + P. Then type SFDX: Create Project with Manifest .

2. Press Ctrl + Shit + P. This time we need to type or Select “SFDX: Authorize an Org“. 

3. Enter "Custom" and put URL of your sandbox 

4. Enter name 

5. When done, wait a bit and goto Manifest folder rightclick on package.xml 

 6. Click SFDX: Retrieve This Source from Org