Microsoft recently announced:

Our cloud-based load testing service will continue to run through March 31st, 2020. Visual Studio 2019 will be the last version of Visual Studio with the web performance and load test capability. Visual Studio 2019 is also the last release for Test Controller and Test Agent

The time has come to find other technologies for load testing. JMeter is one of the alternatives and in this article I show how the various concepts in Visual Studio map to it.

Visual Studio concept JMeter equivalent
Web requests Samplers -> HTTP Request
Headers of web requests Config -> HTTP Header Manager
Validation rules Assertions
Extraction rules Post Processors
Conditions / Decisions / Loops Logic Controllers -> If, Loop and While controllers
Transactions Logic Controllers -> Transaction Controller
Web Test Test Fragment
Call to Web Test Logic Controllers -> Module Controller
Context parameters User Defined Variables along with the syntax ${myvariable} wherever the value of the variable is needed
Data sources Config Element -> CSV Data Set Config
Virtual users, Load patterns and duration See the settings of the Thread Groups
Credentials Config Element -> HTTP Authorization Manager
Web Test Plugins Although its possible to write JAVA plugins, its probably easiest to add a JSR223 Sampler with a snippet of Groovy code inside a Test Fragment or Thread Group
Request plugins Same here, except use a JSR223 Pre- or Post Processor