Make sure you install the font.

Launch Visual Studio (2015 or later).

Launch the Options dialog by opening the "Tools" menu and selecting "Options".

In the Options dialog, under the "Environment" category, you'll find "Fonts and Colors". Click on that.

You'll see a combo-box on the right hand side of the dialog labelled "Font". Select "Fira Code" from that combo-box.

Click "OK" to dismiss.

Restart Visual Studio.

Now, most FiraCode ligatures will work. A notable exception is the hyphen-based ligatures (e.g. the C++ dereference '->'). See issue 422 for details.