It is possible to run C# scripts by installing the dotnet-script tool:
dotnet tool install -g dotnet-script
To use it as a REPL, do dotnet script.
To use it to run a CSX file, do dotnet script file.csx.
To reference a NuGet package, add #r "nuget: System.Drawing.Common, 4.5.1".
To load another script into the context of the current one, use #load.
To enable IntelliSense in VS Code, do dotnet script init to get the OmniSharp config and the debugger config.