If you want to try out the R extension for VSCode on macOS, here are the steps.

Install R for macOS

First of all, you will need to install R for macOS itself, just download the package and install it via the official website: https://cran.r-project.org/bin/macosx/.
You will also need to install XQuartz: https://www.xquartz.org/.
Try out to run the demo via the R app:

Install radian

radian is a popular alternative R console, to install it just follow the README in the github repository: https://github.com/randy3k/radian#installation.
If you try to run radian on your console, you might receive the runtime error “Cannot determine R HOME”: