Pretty sure he means the latter. Several editors I've used over the years supported that. The ones I can remember are Scite, UltraEdit, PNotepad and Vim.
I mean the latter (other open windows in the text editor). TextMate and Sublime both operate this way, as opposed to IntelliSense style auto-complete where it only operates off of symbol definitions (class names, function names, properties and variables, etc). Which makes sense, because TextMate and Sublime don't really "understand" your code like Visual Studio historically does.
Or you mean, that if you've got 2 text files open as tabs in the same VSCODE window typing in 1 tab will auto-complete with words from the 2nd tab?
Where have you seen this feature as it sounds AMAZING!