add installation guide for VS code extension (#2223)

* add installation guide for VS code extension

README.md

@@ -79,7 +79,7 @@ If you only have one mahince, and want to deploy pai on it. Please choose ```Sin
 - How to submit OpenPAI jobs
     - [Submit a job in Web Portal](./docs/submit_from_webportal.md)
     - [Submit a job in Visual Studio](https://github.com/Microsoft/vs-tools-for-ai/blob/master/docs/pai.md)
-    - [OpenPAI VS Code Extension](./contrib/pai_vscode)
+    - [OpenPAI VS Code Extension](./contrib/pai_vscode/VSCodeExt.md)
 - How to run AutoML jobs on OpenPAI
     - [Submit a job in Neural Network Intelligence](https://github.com/Microsoft/nni/blob/master/docs/PAIMode.md)
 - How to request on-demand resource for in place training

contrib/pai_vscode/VSCodeExt.md

@@ -0,0 +1,21 @@
+# OpenPAI VS Code Client
+
+## Installation
+
+Visual Studio Code is a lightweight but powerful source code editor which runs on your desktop and is available for Windows, macOS and Linux.
+
+More information please refer to the [Visual Studio Code Official Site](https://code.visualstudio.com/).
+
+OpenPAI Client is a VS Code extension to connect PAI clusters, submit AI jobs, and manage files on HDFS, etc. You need to install the extension in VS code before using it.
+
+To install the OpenPAI Client:
+1. Launch VS Code.
+2. Click the "Extensions" icon in Activity Bar or press **Ctrl+Shift+X** to bring up the Extensions view.
+3. Input **openpai** in the text box, the OpenPAI VS Code Client will appear in the result list.
+4. Click the **Install** button. The extension will be installed.
+5. After a successful installation, you will see an introduction page. Follow the instructions there and try the PAI client.
+
+![Extension](./assets/ext-install-1.png)
+
+## Next steps
+Learn how to [use OpenPAI VS Code Client](./README.md)