Hi there!
Yes ADS is still supported with the latest releases of all software used to develop and test for 2600 and 7800 games. I'd love to add some additional functionality eventually (better IntelliSense for both languages and additional 2600 dev tools such as playfield editors and better sprite color support) but otherwise this will be maintained ongoing.
Once you install Visual Studio Code and ADS from the VSCode marketplace (via the in-built Extensions Tab) your ready to start developing. The front page of this post explains the basic process to create a file for batariBasic (using a .bb extension will sync the bB language automatically) or (dasm - this is not a user friendly process using scripts TBH unless you just want straight assembly and do the whole thing yourself). Once you setup your cart format and add valid code/loops etc, just press the rocket button on the status bar (or F5) and it will be compiled and if successful open the Stella emulator and run your game. Within your game folder a .bin folder will be created and contain your cart file - that can be copied to your memory card and that should be fully useable on your My Arcade Gamestation Pro console. I'd suggest starting with a very basic loop to test the process works on the console but using Stella will be more than suitable for the majority of your development period.
Good luck and welcome to the world of 2600 development!