I would heavily recommend using the extension, as it will automatically curate the paths for you. I.e., when you use the extension and connect to a Cinema 4D instance, it will make sure that the dummy modules of that Cinema 4D version are on the search paths.
But when you really do not want to use it, you can also just edit your config so that the dummy module paths are discoverable for auto complete and the linter.
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What you will need in any case, is the Python and Pylance extension for VS Code, as they are the extensions which make use of these settings. When you install the connector, they will be installed automatically as a dependency.
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Cheers,
Ferdinand