The directory you are in in the terminal is not the same as the one where you saved TripleX.cpp
The terminal shows you are in ~/ which is your home directory and you saved your file in ~/Desktop/Triple X so you need to cd into that, alternatively you can right click the file in the explorer view and open a terminal from the menu.
As for the include path, first open the folder in VS Code (will also mean terminals will open here) via File > Open Folder.
Then Command + Shift + P > Edit Configuations (UI)
and use the drop down menu to select g++