M-x ansi-term ask for [...]/emacs/libexec/emacs/26.1/x86_64-w64-mingw32/cmdproxy.exe and then throws "Spawning child process: Invalid argument".
M-x term does the same.
Those lead down this rabbit hole: https://stackoverflow.com/questions/4535432/terminal-in-emac...
M-x shell seems kind of dumb.
M-x eshell is not a usable shell.
Anyway, everything feels and is very stitched together.
(I also don't understand why declaring VS Code better than Emacs for my use case is downvoted, since it's the truth...).