There is an article by Microsoft that lists all the URLs that Visual Studio requires to install or interaction with Azure services if you was behind a firewall or proxy. Obviously you don't have to allow everything through but you can see what you need to allow through if there was something specifically needed. I know after the pandemic most people are working from home and have a direct access to the internet but there are environments where access are still very control behind firewalls. This document provides the URLs, the ports it uses and a brief explanation about why it is needed which is always useful when you are speaking to your security team on why you need to punch another hole through the firewall.
Snippet of web page which list why each of the URLs are required and for what service
