How to Setup Environment to build lightning web components
In the past we could just use developer code tool to create all of the different components.
However, for us to develop LWC we must do a few things.

Install Visual Studio https://code.visualstudio.com/
Install CLI & run update
https://developer.salesforce.com/tools/sfdxcli

3. Salesforce Extension Pack

4. Install Java SDK
https://www.oracle.com/java/technologies/downloads/#java8-windows
5. Change VS code settings
Go to File | Preferences | Settings
Search for "Apex Java"
Change the path to: C:\Program Files\Java\jdk1.8.0_321 (this was my default installation)