Many packages are compiled from source rather than using prebuilt binaries, but when binaries are fetched it is something you'd see in the PKGBUILD itself. The binaries aren't included in the AUR itself, they'd usually be from the first-party of the software you're installing. For example google-chrome[1]'s package fetches the .deb from Google's server and unpacks it
[1]: https://aur.archlinux.org/cgit/aur.git/tree/PKGBUILD?h=googl...
The 20% side of this is yes, there are some prebuilt binaries in AUR - usually because (a) they are vendor proprietary code with no source (Zoom, for example) or (b) so insane to build that the vendor does it and you use their binaries (Firefox for example - it's a monster to compile). Most of the time these packages are clearly labeled, usually with "-bin" in the name so you can easily avoid them.
You are executing build instructions written by someone else, but the tools encourage you to actually review them (and pikaur for example can show them to you for review right then and there). There is a level of trust involved and yeah, bad actors do try and slip in ugly things but they're usually found pretty quickly because folks are actually reviewing-before-installing as encouraged. It's risk management on this one, you take some personal responsibility for using AUR to pay attention.
After getting that downloaded, compiled and installed then try a sample simple AUR package like "downgrade" - `pikaur -S downgrade` - to get feel for it. https://aur.archlinux.org/packages/downgrade/ It really is kinda that simple, the rest is just learning the basic "how are Arch packages actually made?" which is a good thing to learn in general.
`paru -Syu visual-studio-code-bin`
On a side note, I keep thinking there are so many great ideas spread over the many Linux distributions and not having a single joint effort makes it hard from an adoption point. I love having choice but I would really like more users to be able to use a (any) distribution.