my first guess would be, that you should specify the correct Python interpreter. MacOS comes with preinstalled version of python3.
In order to specify your interpreter, press command + shift + p and in the prompt write select interpreter. This will print out (some) locations of python3 versions present on your system.
The other way to select an interpreter is in bottom right corner of VS Code.
Did you do brew install python3?
If you install macOS kits from python.org then you the default installer will
edit your ~/.zprofile to add python to your PATH.
It also installs into /usr/local/bin for example I have these installed: