From the Material Theme authors...
Moxer Icons provides the biggest file icons theme for Visual Studio Code

Getting started

You can install this awesome theme through the Visual Studio Code Marketplace.

Launch Quick Open:

Paste the following command and press Enter:

ext install moxer-icons

Change to your .vscode/extensions VS Code extensions directory. Depending on your platform it is located in the following folders:

Clone the Moxer Theme repository as equinusocio.moxer-icons:

git clone https://github.com/moxer-theme/moxer-icons-code.git equinusocio.moxer-icons

Activate theme

Launch Quick Open:

Type theme, choose Preferences: File Icon Theme, and select Moxer Icons from the list.