How to create a global tasks in VS Code? (user task)

User level tasks is an available feature since VSCode January 2020 (version 1.42).

From the Release Notes:

Tasks declared in tasks.json are now supported at the User Settings level. If you have a build script that you use across many projects, or if you don’t want your tasks in a project folder, you can add your tasks in the user tasks.json file. Run the Tasks: Open User Tasks command to create user level tasks and these tasks will be available across all folders and workspaces. Only the shell and process task types are supported here.

In the Command Palette (CTRL + SHIFT + P) type:

> Tasks: Open User Tasks