If you want to debug with VS Code, there's a setup that you have to do for each project, but after the setup is complete, it's straightforward.
Install gdb if you haven't already. You then need to choose a configuration in the debug panel. Instructions can be found here. Compile your program with -g at a minimum. I prefer also adding in -O0 to minimize optimizations. 
Once you get set up, you're now ready to debug with VS Code. Now, to [hopefully] answer your questions.
- gdb can do this for some segmentation faults; generally you'll want to learn how to move through the code yourself.
- I attempted to compile and run your program, and it worked just fine. Is the name of your executable main? I compiled on Debian using gcc 5.5. I didn't name my executable, so my invocation looked like this:
 ./a.out /home/sweenish/tmp. Since mine didn't fail, I can't offer much help here. But your compiler is saying that a file doesn't exist. Did you install the build-essential package?
- Yes, you can automate the extra argument by adding the option to your launch.json file for the VS Code project.
Here's a short example:
#include <string>
#include <iostream>
int main(int argc, char* argv[]) 
{
  std::string folder = argv[1];
  std::cout << folder << '\n';  // Set a breakpoint here
}
I added an extra line of code to your example. Set a breakpoint by clicking left of the line number, a red circle will appear.
{
    // See https://go.microsoft.com/fwlink/?LinkId=733558 
    // for the documentation about the tasks.json format
    "version": "2.0.0",
    "tasks": [
        {
            "type": "shell",
            "label": "g++ build active file",
            "command": "g++",
            "args": [
                "-Wall",
                "-std=c++17",
                "-g",
                "-O0",
                "${file}",
                "-o",
                "${fileDirname}/${fileBasenameNoExtension}"
            ],
            "options": {
                "cwd": "/home/linuxbrew/.linuxbrew/bin"
            },
            "problemMatcher": [
                "$gcc"
            ],
            "group": "build"
        }
    ]
}
This is a slightly modified auto-generated task. I added -Wall, -std=c++17, and -O0. The file is tasks.json. If you don't create it before attempting to execute the debug, it will ask prompt you to generate it.
{
    // Use IntelliSense to learn about possible attributes.
    // Hover to view descriptions of existing attributes.
    // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
    "version": "0.2.0",
    "configurations": [
        {
            "name": "g++ build and debug active file",
            "type": "cppdbg",
            "request": "launch",
            "program": "${fileDirname}/${fileBasenameNoExtension}",
            "args": [
                "/home/lorenzo/Images"
            ],
            "stopAtEntry": false,
            "cwd": "${workspaceFolder}",
            "environment": [],
            "externalConsole": false,
            "MIMode": "gdb",
            "setupCommands": [
                {
                    "description": "Enable pretty-printing for gdb",
                    "text": "-enable-pretty-printing",
                    "ignoreFailures": true
                }
            ],
            "preLaunchTask": "g++ build active file",
            "miDebuggerPath": "gdb"
        }
    ]
}
This is the auto-generated launch.json. Notice that I added the path argument. The debugger will always invoke with that argument, saving you some typing.
I then hit the Play button in the debugging panel while my C++ file is active, and it will compile and start the debugger for me. From the debug console, running:
-exec print argv[1] prints the file path that I am using as an argument to the program. 
     
    
-g? (2) -argv[1]appears to be null.