https://docs.microsoft.com/en-us/sql/tools/overview-sql-tools?view=sql-server-ver15
Visual Studio Code is the official SQL Server extension that supports connections to SQL Server and rich editing experience for T-SQL in Visual Studio Code. Write T-SQL scripts in a light-weight editor.
SSDT - A modern development tool for building SQL Server relational databases, Azure SQL databases, Analysis Services (AS) data models, Integration Services (IS) packages, and Reporting Services (RS) reports. With SSDT, you can design and deploy any SQL Server content type with the same ease as you would develop an application in Visual Studio.
SSMS Manage a SQL Server instance or database with full GUI support. Access, configure, manage, administer, and develop all components of SQL Server, Azure SQL Database, and Azure Synapse Analytics. Provides a single comprehensive utility that combines a broad group of graphical tools with a number of rich script editors to provide access to SQL for developers and database administrators of all skill levels.
Azure data studio A light-weight editor that can run on-demand SQL queries, view and save results as text, JSON, or Excel. Edit data, organize your favorite database connections, and browse database objects in a familiar object browsing experience.