Select configure ESP-IDF Extension, Advanced. And simply replace backslashes '\' in "Enter ESP-IDF directory (IDF_PATH) with forward slashes '/'.

/*
* Example: Generate 1 MHz clock signal with ESP32
note 24.3.2020/pekka
ESP32: LEDC peripheral can be used to generate clock signals between 40 MHz (half of APB clock) and approximately 0.001 Hz.
Please check the LEDC chapter in Technical Reference Manual. Example code below.
*/
#include ...