VSCode + Arduino // External Libraries

Greetings,

I have been working on a compression algorithm for GPS data and using Arduino and TinyGPS++ library.
The code is now pretty extense and I would like to use a IDE to make things easier.
The one that I’m used to work on is VSCode but I’m having troubles to load the external library of TinyGPS++ into the IDE.

Does anyone know the correct way of doing it or could suggest another IDE (other than Arduinos) that could do the job?
The main goal is one that has Prettier type of formatting and some colorizing brackets module.