Side note:
C:\\MinGW\\bin\\g++.exe
suggests that you did not follow
the official instructions because you do not seem to be using the recommended compiler distribution. VS Code is a pain in the neck to set up correctly for new C++ Programmers, so it is in your best interests to follow the instructions to the letter. Don't play mix-n-match with the tools yet. Mind you, the instructions recommend the current best-of-breed GCC tool chain for Windows, so this is a good thing. —
user4581301 12 secs ago