An IDE is the application you will be using to actually write and compile code. There are many different types of IDEs designed for different languages and developers.
IntelliJ is an IDE for use with languages like Java, Kotlin, and Javascript. It is very large, meaning it has lots of tools to help you program.
Visual Studio Code is an IDE for use with almost any language. It is extension based, relying on the community to develop plugins to make coding easier. This means that it is very lightweight and good for scripting languages. However, with no built-in compiler, it is harder to use for some languages. Visual Studio and Visual Studio Code are different IDEs.