Thanks @Evgeny Shvarov

Since Package Manager is server-centric this puts the package author's _OEX_*.code-snippets files on the filesystem of the IRIS server you install the package into. But if you also / instead want to use them for client-centric VS Code editing you can copy them somewhere else. There's a note about this at the end of the README.

To make the contents of a .code-snippets file available to all of your folders / workspaces, put it into the snippets subfolder of the folder that contains your settings.json file. One way to locate that folder is to run the command "Preferences: Open User Settings (JSON)", then use the context menu of its editor tab to reveal the file in Finder / File Explorer. You should see a snippets subfolder there.

Alternatively, use the "Snippets: Configure User Snippets" command, choose to create a new Global Snippets file, enter a name for it (file extension doesn't need to be entered), then paste the snippets into it.