Create Projects
Retrieve Source
Deploy Source
Quick Start with Deploy and Retrieve
Source Format
Source Diff
Use a Manifest File
Detect Conflicts on Deploy
Deploy On Save
Delete Source
Rename Components
To retrieve metadata from the default org into your local project, use the SFDX: Retrieve Source from Org command. For non-source-tracked orgs, VS Code doesn’t automatically track changes to your org, so be sure to track the changes you retrieve in source control. Retrieving source from an org overwrites the local versions of the source files.

You can retrieve source for a manifest, source files, directories, or folders:
When you select an item to retrieve source, only the existing nested items in the directory structure are retrieved. For example, if you retrieve source for the classes folder, the Apex classes that currently exist in that directory are retrieved. The command doesn’t retrieve all the Apex classes in the org; it updates only the classes that exist in the folder. To retrieve a new Apex class, add that class (or all Apex classes) to a package.xml file and retrieve the source using the manifest file. You could also use a terminal to run sfdx force:source:retrieve --metadata ApexClass:YourApexClass.
You can also use the Org Browser to retrieve source.
The project structure after you retrieve source:
1your-app
2├── README.md
3├── sfdx-project.json
4├── .sfdx
5├── .vscode
6│ ├── extensions.json
7│ └── settings.json
8├── force-app
9| └── main
10| └── default
11| ├── aura
12| ├── classes
13| └── objects
14└── manifest
15 └── package.xml