VScode not able to find JAR

I have downloaded antlr4 JAR (antlr-4.8-complete.jar) to /usr/local/lib and have added it to the CLASSPATH as CLASSPATH="$CLASSPATH:/usr/local/lib/antlr-4.8-complete.jar".

I saved the following grammar as Hello.g4 in vscode

grammar Hello;

welcome: 'hello' ID;
ID: [a-zA-Z]+;
SPACE: [ \t\r\n]+ -> skip; 

and got an antlr4-runtime folder with a bunch of java files. I can compile those in terminal with javac *.java. However antlr imports (import org.antlr.v4.runtime.ParserRuleContext; and others) are not found in vscode and it does not compile.

I cannot find a way to add the JAR to this project in vscode.

Any help would be appreciated!