In order to get GitHub Copilot on VSCode first you have to ins tall it with the package manager apt or recommended software from raspberry pi
$ sudo apt install code
After you install VSCode go an open it up and go to the extension tab or use "Ctrl+Shift+X" (Keyboard shortcut). Go type in GitHub Copilot into the search bar and install the extension.
Copilot is currently in beta, but you can sign up for the waiting list to potentially get access to it. I did nothing special to get copilot
except joining the wait list and having a GitHub Account. All I had to do was wait and I got access to it.
You will know if copilot is working when the bottom of the screen has the copilot icon.
Here is a showcase showing of copilot working.