How do I add gym to Visual Studio Code on a Mac so I can use Python for OpenAI?

I installed gym and I use it in Jupyter. After some frustrating attempt to do this in Pycharm, I decided to use Visual Studio Code instead. Gym is installed, as I say. But when I type import gym in my Python file in Visual Studio Code, it says "ModuleNotFoundError: No module named 'gym'" I have Conda as my interpreter in VSC.