...okay, yeah, new, I can see that...
I don't know what you mean by that. JSON is a syntax for writing data, and VS Code does use JSON for most of its data, but it's also not something you typically have to deal with - like, there is a regular UI for changing most settings.
Where?
VS Code is designed for use with many things done through a keyboard. By which I mean, for a lot of things you might want to do, you do so through the "command palette" and not by clicking a button somewhere.
For example, if I want to select a lot of lines in a file and sort them, there is no menu I can click through to find that. But if I open the command palette and type "sort", I have the option of "Sort Lines Ascending" (and some other things) that I can choose.
That's not to say you don't use the mouse. There's still lots of things that you can/should do through clicking, but VS Code isn't like MS Word or something where there are toolbars to navigate through.
So that's what I think you mean by "commands". I don't know what "paths" you are talking about, but that word typically means a file or directory.
I don't know what the installer is asking for, but you don't have to answer everything right now. If you don't know what it's asking about then just skip it and deal with everything after.
Once you get it installed and started up, you can install extensions. VS Code does a few things "out of the box", but there are many things it won't and you're supposed to install extensions to support it. And there are tons of extensions.
Basically, if you want PHP stuff, you open up the extensions page and type "php" and then install whatever you want. Extensions are a community project so sometimes you'll find there are multiple competing or overlapping extensions and you'll probably have to do a little research to decide which ones you want - if you don't just judge popularity by their download counts.
For PHP, the main extension I use is "PHP Intelephense", so that's a good start. For MySQL, it'll depend on what all you want to be able to do, but I bet VS Code has some syntax highlighting built-in so maybe you don't have to install anything more. For Python, it looks like the "Python" extension (by Microsoft) is the main one, potentially "Python Debugger" if you want to do that, and maybe a couple more of the popular ones might be good too.
Javascript support is mostly built-in so I don't know if you need any extensions for that - I don't have any and everything works as I want.
Docker is... well, too complicated for you right now. Don't worry about it. Basically, it's a way of running things on your computer without having to install them alongside all your other regular software.
GitHub is a code storage site: you sign up and they let you upload your code there so it doesn't all have to stay on your computer. Don't worry about that for now either.