There's a couple ways to load the VSIX file for use in Cursor/Theia/…
VSCode online marketplace used to allow download from the web marketplace. This is logged and unactioned so far. The open ticket is here: https://github.com/microsoft/vsmarketplace/issues/1135
I made a quick webpage which has the links to download here> https://krisrice.io/download_sqldev_vsix.html
Also, from inside VSCode's in tool Marketplace , right click and download
