When you have installed Microsoft Visual Studio Code which is Free and Open Source with Git integration, Debugging and lot of Extensions available,
You activate the Microsoft Azure App Service extension in VSC.
You can install really easy more Azure Extensions here.
On the Left you will see your Azure Subscription and by pushing the + you will create a new Azure WebApp.
Enter the name of the Resource Group
Select your OS Windows or Linux
Add the Name of the New App Service Plan
Choose a App Service plan See more information here
Select Azure Region
After this it will install your Microsoft Azure Web App in the Cloud in a couple of seconds
When you open the Azure Portal you will see your App Service plan running.
From here you can configure your Azure Web App for Continues Delivery, and use different tools like VSC, Kudu or Azure App Service Editor.
Azure Web Apps enables you to build and host web applications in the programming language of your choice without managing infrastructure. It offers auto-scaling and high availability, supports both Windows and Linux, and enables automated deployments from GitHub, Visual Studio Team Services, or any Git repo.
Learn how to use Azure Web Apps with Microsoft quickstarts, tutorials, and samples.
Configure Continues Deployment from the Azure Portal.
Developer tools from the Azure Portal with App Service Editor.
Azure App Services Editor
From here you can open Kudu to manage your Azure Web App and Debug via Console :
Kudu Debug console in CMD
Or Kudu Debug Console in Powershell
Here you find more information about Kudu for your Azure Web App on GitHub
And to come back at Microsoft Visual Studio Code, you can manage and Build your Azure Web App from here too :
Azure Web App Services in VSC
Hope this first step by step Guide is useful for you to start with Microsoft Azure Web App and Visual Studio Code to make your Pipeline.
More Information at Visual Studio Code