When using VSCode for testing Go code you probably want to enable the editor to show log output as well.
Open up your settings.json
file and add
"go.testFlags": ["-v"],
If that is not enough (which it should be)
Run the command Debug: Open launch.json
Set "showLog": true,
in the config
https://github.com/Microsoft/vscode-go/wiki/Debugging-Go-code-using-VS-Code
Also see microsoft/vscode-go#1120 (comment)