That works just about the same way in intellij.
IJ does have the "search everywhere" that can be used like the command palette, but it's still far from abandoning the idea of trying to make everything available in menu trees and the like. Plugins add cute pictures to the toolbar like it's 1999. VS:C is far more radical, there's The Palette and that's it.
You don't need to memorise all the things in VS Code, just know to open the "Command Pallete", and that's on the menu.