Check the path Pylint has been installed to, by typing which pylint on your terminal.
You will get something like: /usr/local/bin/pylint
Copy it.
Go to your Visual Studio Code settings in the preferences tab and find the line that goes
"python.linting.pylintPath": "pylint"
Edit the line to be
"python.linting.pylintPath": "/usr/local/bin/pylint",
replacing the value "pylint" with the path you got from typing which pylint.
Save your changes and reload Visual Studio Code.