All my computer files (downloads, Desktop, photos, etc) were imported to VS Code and if I delete something there, it deletes the files in my computer

I have never used VS Code before. I have taken c++ intro to CS second semester and I recently obtained an internship where I have to develop an app using React Native. I have never used the terminal in my life expect step by step tutorials from my professor to install Clion (the IDE we have used in class).
On the first day my professor just sent us some video tutorials on how to create an app with React (https://www.youtube.com/watch?v=0-S5a0eXPoc) but my Mac is really old so I've been having to download different versions of Xcode and Node.js. I followed the video to download VS Code.
Anyway, I got to the point where he says to open the project in VS Code and when I did, it gave me an error message. To be honest, I did so much to try to fix the error that I don't remember everything I did on my terminal, but now all my computer files/apps are in one of the projects in VS Code.

I have looked it up online and I keep seeing something about a file .git, but I don't have that file in the specific project that has all my files. To see if it deletes files from my computer, deleted a project I have in Clion (straight from VS Code) and it actually deleted my file from cLion. Someone, please help. How do I delete that entire project/ folder, which by the way has my administrator name, without deleting my original files?

Like most source code/text editors, VS Code has a built-in file explorer. It works as your operating system's file manager, so if you delete something in VS Code, it's the same thing as deleting it through your system.

To be safe and, above all, organize the files you are editing, whenever you work on a project in Visual Studio Code, do the following:

File -> Open Folder -> (Select your project folder) -> Open

So Visual Studio Code will only show the files in the selected folder in your file explorer, as in the example below:

If you want to have greater control to lose that fear of deleting something you shouldn't, you can use a version control system, like the Git you mentioned in the comments. Git is not as complex as it seems, but I believe that in addition to its great importance, it might be better to know some things about the development environment first.