Install the extension and point it to the neovim binary, lastly set the affinity for the extension (to make it fast). The extension description documents some of the downsides, obviously vscode wasn't purpose build as a neovim frontend and some extensions or settings can not work (potentially they don't even make any sense), the documentation points out that your current init file may cause problems.

The alternative is the "regular" vim extension, which is more limited in functionality (but it even emulates common extension, like commentary) but potentially easier to set up.

But in the end you can get a "real" vim together with all the tooling (debugger, autocomplete, syntax, etc.) vscode extensions provide, which I think is very neat.