If the program you want is not in the list, scroll to the bottom of the list and select Manually add a program. PCoIP Zero client will only work with PCoIP WorkSpaces, they will not work with WSP WorkSpaces. The feature is called automatic scrolling and while it does not happen when you middle-click on links, it happens when you middle-click anywhere else on the page.
VS Code does not itself support remote debugging: this is a feature of the debug extension you are using, and you should consult the extension's page in the Marketplace for support and details.