Below is a brief list of steps to perform to create and use SSH keys in Git Bash and Visual Studio Code or Community.

Generate the SSH key

Open Git Bash and run:

ssh-keygen -t rsa -b 4096 -C "<email>"
ssh-add ~/.ssh/id_rsa

The latter command failed in my case

Add the key to GitHub

Follow the instructions from https://help.github.com/en/articles/adding-a-new-ssh-key-to-your-github-account.

Check the repository’s remote

Make sure you use the git protocol in your repository. Either edit the .git/config folder or run the command git branch -v.

Wrong:

[remote "origin"]
   url = https://github.com/<username>/<repo>.git

Correct:

[remote "origin"]
    url = git@github.com:<username>/<repo>.git