This video shows how to open µVision from within Keil Studio. Use this code in your tasks.json file:

        },
        {
            "label": "Start µVision Debugger",
            "type": "process",
            "command": "C:\\Keil_v5\\UV4\\UV4.exe",
            "args": ["${command:cmsis-csolution.getSolutionPath}"],
            "problemMatcher": []

Note: Make sure that the "command" reflects your installation directory of µVision.