MartinCourier, hello, and thank you for the question.
In Visual Studio:
Additional stubs can be added in Project Properties -> Settings -> Include Paths, separated with semicolon. Note, you need to have a Visual Studio project (not just opening a folder with File -> Open -> Folder)
In VSCode:
Additional stubs should be included in the "php.workspace.includePath" setting (semi-colon separated).
{
"php.workspace.includePath": "path_to_your_stubs;"
}