Hi Bachhar,
FYI, HealthShare can refer to HealthShare Information Exchange or HealthShare Health Connect. Please clarify which one you are using including the version. If it is HealthShare Information Exchange, my response is below.
ODS is a clinical data store and it is a new feature available with HealthShare Information Exchange 2018.1. Assuming this is the version of HealthShare Information Exchange that you are using, you can find more information about ODS in your documentation including how to set it up. It stands for Operational Data Store.
If you want to work with FHIR resources in Information Exchange, ODS is required in your environment. As Michael and Craig explained previously, FHIR Annotations page that you seek is only available from ODS namespace in HealthShare Information Exchange. In other words, you should create an ODS production if you don't already have one (by using HealthShare Installer Wizard). Then following the same steps as before, you should be able to see the FHIR Annotations tab in your management portal.
Thank you, @Trent Chismar, for publishing this VSCode extension! It'll make reading the logs much easier.