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I don't have an exact answer to this question but what I do when I self-teach a new language is to first start doing 'koans', small assignments to get a decent grasp of the syntax. An example
You can totally use VSCode. It's Java support is quite good (it really uses Eclipse under the hood basically). You can compile Java code by hand if you install the Java Development Kit. You can also use a build tool to help you. Maven is the most used one. It has a bit of a learning curve but makes using libraries a lot easier.