Getting started with VS code editor and View your HTML file in the browser stage

Hello,
Could someone help me?
Today I started to use VS code editor and setting up files and directory on my computer as per instruction in code academy pro. I have many thoughts and couldn’t understand well although I could code easily and see my works on Browser.
My unclear things are : when I started saving a folder (let’s say folder name - Projects) , I firstly saved under Favourites, my name “Thaewin” on my computer which is not in iCloud. Then I created Hello world then built 2 files (index.html) and (index1.html). They were not appearing at the beginning. SO I felt why and moved this whole folder to my desktop which is connected with " cloud" then i could open and see my works in google chrome or Mozilla. I looked back on Computer ( under Favourites and my name) which is not connected with Icloud, i found same 2 files ( index.html and index1.html) which I have created and I pressed right- click and they could be seen automatically now in Browser.

My question is: do VS code editor or other editors like sublime need to be saved or downloaded under " I cloud" ? Is it not possible to save in Favourites /my name place without Icloud? In youtube, the instructor showed he saved in under Favourites and Brandon, Why my works have not appeared?

The second question is - in order to see HTML file in the browser in the desktop which is saved in VS code , i need to do " copy path " but there is no icon of automatically running to the browser. Surprisingly i went back to Favourites /thaewin place ( not Icloud connected ) , I pressed right click on top of my created file and it went through automatically to the browsers which are very strange. So from where should i open and see my created HTML files because it was recorded in two places in my computer and i don’t know why ?

I attached 2 photos where these files are autosaved.

Can anyone help ? Screenshot 2021-01-08 at 12.43.16

Thanks