Suppose I am using Kubuntu.
So I have Kwin as Window Manager and
KDE as Desktop Environment.
I use VSCode and other software.
I am switching to other Desktop Environment and Window Manager alongside Kwin and KDE.
Note: This means I will have both KDE and other Desktop Environments installed on my computer and I will switch between these from login screen. [Same for window manager]
Now, If I switch to Cinnamon Desktop Environment or GNOME Desktop Environment or any other Desktop Environment.
or if I switch to i3, bspwm, dwm Tiling Window Manager or Fluxbox, Openbox Stacking/Floating Window Manager.
or switched both Desktop Environment and Window Manager.
Now can I use the same VSCode and other softwares on these different Desktop Environment and Window Manager? or do I need to install same software for each of these Desktop Environments and Window Managers?
All your self installed programs will work fine in whatever environment you choose.
For maximum compatibility, you should still prefer x11 over Wayland as display server - for example screen sharing in ms teams needs x11, last time I checked. This depends on your personal needs.
Although you can always start any program from a terminal, we usually like to have a graphical menu of some kind that lists all available GUI apps. Desktop environments all contain their own menu.
If you go down the window manager route, you are expected to install a launcher yourself (such as dmenu or rofi), and configure keyboard shortcuts to launch each one of your favorite apps.
I recommend watching DistroTube on YouTube for lots of good info about tiling window managers and Linux in general.