(type) CTRL + SHIFT + P (search for:) open settings (click:) Preferences: Open Settings (JSON)

{
    ... # any other settings you have already added (remove this line)

    "terminal.integrated.shell.windows": "C:\\WINDOWS\\System32\\cmd.exe",
    "terminal.integrated.shellArgs.windows": ["/K", "x:\\xxx\\Anaconda3\\Scripts\\activate.bat x:\\xxx\\Anaconda3"],
    "python.condaPath": "x:\\xxx\\Anaconda3\\Scripts\\conda.exe"
}