launch.json:
{
   "version": "0.2.0",
   "configurations": [
      {
         "name": "C++ Launch",
         "type": "cppdbg",
         "request": "launch",
         "program": "${workspaceRoot}/test",
         "preLaunchTask": "test",
         "args": [],
         "cwd": "${workspaceRoot}",
         "environment": [],
         "externalConsole": true,
         "linux": {
            "MIMode": "gdb",
            "miDebuggerPath": "/bin/gdb"
         }
      }
   ]
}

tasks.json:
{
	"version": "0.1.0",
	"command": "make",
	"isShellCommand": true,
	"showOutput": "always",
	"tasks": [
		{
			"taskName": "test",
			"isBuildCommand": true,
			"showOutput": "always",
			"args": ["test"]
		}
	]
}

Makefile:
test: test.cpp
	${Cpp} test.cpp -Wall -o test