In VScode is there is a shortcut to make a comment/header like this

/*------------------------------------------------------------

site-header

------------------------------------------------------------*/

How can I do that? If I need some kind of extension do let me know.

Use a custom snippet for this. Then you can setup a keybinding for the snippet.

Here's an example keybinding for such a snippet:

{
  "key": "cmd+k 1",
  "command": "editor.action.insertSnippet",
  "when": "editorTextFocus",
  "args": {
    "snippet": "/*------------------------------------------------------------\n${TM_FILENAME}\n------------------------------------------------------------*/"
  }
}

If you want the header to always be inserted at the top of the file, you need to create a simple extension