I have been using Visual Studio Code for sometime and its really amazing so far. But often I stumble upon an issue where if I import project through File->Open I end up with empty sidebar. If I do cmd+P to load files, files are available but its just not visible on sidebar.
Trying open projects with File->Open Recents or Ctrl+R also dint work out.
After reporting the issue to Visual Studio Code's github link, they have resolved the issue pretty fast.
Now open the folder in VS Code and you should be seeing the file explorer.