Is there any way to code the 2040 Servo board in VSC either for micropython or C++? I found this tutorial for the Rpi 2040, but don’t know if it will work. Intro to Raspberry Pi Pico and RP2040 - C/C++ Part 1: VS Code and Blink | Digi-Key Electronics (youtube.com)
Yes, VSC works fine with the RP2040 and the Servo2040 exposes the necessary pins (SWC,SWC) so you are settled. You do probably need an additional device (picoprobe) as an interface for debugging (unless you do the development directly from a Raspberry Pi, which works great with VSC).
I think there is also a tutorial from Pimoroni somewhere on their site. Also, the Raspberry Pi Foundation has a good introduction and installation-scripts and so on.
As an alternative to this SDK based development (using CMAKE), you could also try the Platform.IO plugin for VSC. I believe this is a more Arduino-like toolchain.
For MicroPython, you could try the MicroPico extension: MicroPico - Visual Studio Marketplace