Is installing llvm through exe better than biulding it for making compilers?

Should I install llvm through the instructions on the website or should I install the exe in the github page? Also if I try either clangs the includePath problem appears on vscode. If I put in the include path it says for exe iostream file cannot be found. I do not know how to configure built with source code clang.

You should find a executable file named llvm-config. No matter how you get LLVM, it prints necessary flags for using LLVM library. For example, llvm-config --cxxflags prints flags and include paths for your LLVM installation, try adding them to your CMakeLists.txt or appropriate setting field os vscode.