It's as others say - in VSCode there support for Copilot but most Data Scientists and specially analysts who don't spend most of their day in a text editor still use Jupyter Lab (or Notebook - I mean the software, not the file format) and with Codestral, we've found similarly good completions (sometimes better than Copilot) but at a much better speed and cost.

I assume via Jupyter Notebook or Lab ( not VS Code running it )

They likely mean Jupyter Notebook the application, not the notebook file format.