How to add Open Folder with X when I right click in an folder in Dolphin

Dolphin custom service menus

You can do that by adding a file with a name ending in .desktop in the location that the command kf5-config --path services gives you with the contents below:

/home/pablo/.local/share/kservices5/:/usr/share/kservices5/

[Desktop Entry]
Type=Service
X-KDE-ServiceTypes=KonqPopupMenu/Plugin
MimeType=inode/directory;
Actions=openInVsCode

[Desktop Action openInVsCode]
Name=Open Directory in VSCode
Icon=com.visualstudio.code
Exec=code --open-url %u

Note that inside the /usr/share/kservices5/ folder there are more examples that can be taken as reference.