It's funny that GitHub ships their own text editor, Atom, but the second example (under the "More than Autocomplete" header) on the Copilot website is clearly using VSCode.
I don't know if they've officially said anything on this, but since the MS acquisition it feels like Atom is on life support. Github Codespaces is built on VSCode, and there's a lot of effort from Github going into their VSCode extension for things like PR review.