Visual code by itself has no Path intellisense, but you can use this plugin.
press f1 and copy this in it: ext install path-intellisense
Its a plug-in made by Christian Kohler, all props to him.
Plus, as Searene mentions in the comments, you may also want to set "path-intellisense.absolutePathToWorkspace": false in User Settings to make the auto-completion of absolute paths work.