VSCode has plugins for access the data in MongoDB, but it is just a frontend similar to MongoDB Compass, Studio3T or even the plain
MongoDB Atlas is a DBaaS and is not installable on your system. This service hosts your MongoDB databases in the cloud so you don’t have to worry about managing them on your own.
To import data into MongoDB, you could use
mongoimport to import data in JSON, CSV or TSV formatted plain text files, or
mongorestore to restore BSON based database files that were created by
mongodump. You could also write applications in your favorite language to bulk load data if you wanted to.
There is a lecture in the M001: MongoDB Basics in Chapter 2 that goes over the MongoDB based import and export tools. I would highly recommend this course if you haven’t taken it yet. Also read through the documentation linked above.
I think that some of this is covered in your linked post, but let us know if you have more questions.