How to debug Python + Selenium code in VS Code

when I try to debug python code using Selenium, VS Code gives me back an error; more accurately it doesn't work. I would like to highlight that if I just run the code, everything runs smoothly without a problem. For example, if I run the sample code below in VS code I get the errors shown in the picture

try:
    # https://www.nasdaq.com/market-activity/index/spx/historical
    ticker = "spx"
    url='https://www.nasdaq.com/market-activity/index/'+ticker+'/historical'
    driver = webdriver.Chrome(r"C:\Program Files\Google\Chrome\Application\chromedriver.exe")
except: 
    print('Nasdaq: No Index')

So maybe there are some settings to be done in order to make VS code work smoothly with Selenium and Chromedriver?

Thanks in advance for your support Luca