Is there any site or book explaining how to compile for .net framework, writing F# code in visual studio code?
You can compile for .NET Framework using the .NET Core SDK, actually. You just need to indicate that in your project file (*.fsproj). Where it says something like this:
<TargetFramework>netcoreapp2.2</TargetFramework>
put this instead:
<TargetFramework>net472</TargetFramework>
(or a lower number if you need to target an older framework)