You can now find references and use jump-to-definition in the source code that's stored within CodeQL databases. In addition, you can now import CodeQL databases from any URL. This new functionality is available in version 1.2.0 of the VS Code extension.
If you have previously installed the CodeQL extension, you will have to pull
in a new version of the CodeQL standard libraries. More details can be found in the upgrade instructions.
If you are a new user: download the extension from the Visual Studio Marketplace, and have a look at the instructions on how to get started.