I am used to Resharper where I can search for files, not the content, but the filename, which makes it quick to open new files.
Is this feature implemented in Visual Studio Code and is there a shortcut for it?
Using Go to File... which is under the Go menu or using keyboard shortcut:
Then type the file name.
Also be sure to checkout that you can set your own keybindings and that there are cheatsheets available for Windows, macOS and Linux.