Go to https://learn.0xparc.org/halo2 to follow along.
cargo build
cargo test --all-features -- --nocapture print
I recommend strating at fib_lec1.rs, which is amply marked up. To understand what each component is, you can read my notes on halo2 here or even better if you have extra time, go through the source lectures from 0xPARC, starting here.
Add this to your settings.json:
"rust-analyzer.runnables.extraArgs": ["--all-features", "--release"]