A
To upload a whole project to the pycom board with Visual Studio Code, one has to the File > Open Folder command. Choose the folder where all your .py files are in, e.g., main.py, boot.py and so on.
By opening the folder instead of a single file, the IDE and pymakr recognizes all files and interprets them as project.
It took me ages to understand how this works... There are so many tutorials and guides around pycom, but there is not guide going through really ALL steps.