It seems that the command line version doesn’t include the PDF library – but you can copy this across from a standard Processing install.
I got the same iGeo errors as you, so this isn’t a VScode issue. However, I got this example working fine:
#from java.lang import System
#System.setProperty("jogl.disable.openglcore", "false")
add_library('igeo')
def setup():
size(480, 360, IG.GL)
def draw():
IPoint(0,0,0)
IPoint(20,0,0)
IPoint(20,20,0)
IPoint(0,20,0)
Uncomment the first two lines for Linux.