How to develop Windows app on Visual Studio for Mac

You will need to run a Windows installation (eg, via Parallels or Boot Camp) and then run the Windows version of Visual Studio to create UWP apps.

You can do a lot of the business-logic coding inside Visual Studio on MacOS, but you will need Visual Studio and the Windows SDK to use WinRT types (which are required to build a UWP app) and to correctly build / package the app for deployment.

.NET is a big ecosystem. As you cannot develop all kinds of .NET projects using Visual Studio on Windows (Xamarin.Mac for example), you cannot do the same using Visual Studio for Mac (like you found, WinForms/WPF/UWP and so on). Such limitation comes from vendor SDK availability or other underlying systems.

In your case, you can easily develop web apps, Mac apps, and iOS apps. If you do want to develop Windows specific apps, like the other answer shows, please use Windows.

You mentioned ".NET SDK", but I believe that should be ".NET Core SDK". .NET Core apps are cross platform. Thus, you can develop such apps in Visual Studio for Mac, and then deploy to Windows. However, so far only console apps and web apps can be developed. What might happen in the future is still to be determined.

Visual Studio Code, however, is just a code editor. It won't give you extra flexibility.