How to set up code and snap?

Visual Studio Code on Linux

sudo snap install --classic code # or code-insiders
dnf check-update
sudo dnf install code

Snap is not supported by OpenMandriva. I think it is not a completely safe solution. Similarly to Flatpak.
OpenMandriva provide flatpak packages, so if you really want it, you can install MS Visual Studio Code using Flatpak from here

or even better download official rpm package from here Download Visual Studio Code - Mac, Linux, Windows
Tested on OpenMandriva, works fine.
Proof: Imgur: The magic of the Internet

I get RPM installation to works, but flatplak is not installed? and can not be found?

To install flatpak applications add flathub with the command

flatpak remote-add --if-not-exists flathub https://flathub.org/repo/flathub.flatpakrepo

Then restart the machine

After that you can install the application with the command

flatpak install flathub com.visualstudio.code

To open the program use the command

flatpak run com.visualstudio.code

I hope I was helpfull