Add walkthrough to extension

[datajoely]

I opened a blank VS Code window for the first time in a while and the various extensions I'm using all have "Walkthroughs" as prompts ready to go:

This corresponds to a longer list of activities available to the user:

It then converts to a check list of things the user can do:

A template walkthrough can be found here:

https://code.visualstudio.com/api/references/contribution-points#contributes.walkthroughs

[noklam]

In terms of implementation, it shouldn't be too difficult. The additional thing we need is to generate an example project and open VSCode from there (or wait until we have better way to configure project path without having it at the root level).