Sorry for the ambuiguity.
By command I meant command in VS code.
Just type
ctrl + shift + p
It will allow you to run commands. Then type:
ext install fortran-lang.linter-gfortran
A window will open - you can point to the downloaded .vslx file.
Now I think you can even avoid all these
There is an install option when you click the settings.
Happy Fortranning !