You will need to provide the profile(s) that you have created in order to advise. You will find the ZMF profiles in your homedir/.zowe/profiles./zmf and there w ll be one for each of the ZMF subsystems that you have defined.  

It was just pointed out to me that the profile is working for the cli plug-in.  I cannot get it to work for the ZMF Explorer extension.  

I am having trouble attaching the profile to this post.

I would suggest that you remove the extension and try to reinstall it from within VSCode Marketplace. You can copy and paste your profile(s) into here.  WHen you say the profile wortks for the CLI - you mean on your own WIndow's machine when you run a ZMF cli command? 

yes. I can use the cli to invoke rest services in the environment I set up in the profile

C:\Users\xxxxxx\.zowe\profiles\zmf\ZMFN.yaml

protocol: https
host: hostname
port: port number
user: managed by @zowe/secure-credential-store-for-zowe-cli
basePath: /zmfrest
rejectUnauthorized: false

This would suggest that the extension has not been successfully installed as the "command zmf.newProfile not found'  is a fundamental VSCode issue.  

What version of VSCode are you running and what version of the ZMF Explorer did you install? 

Did you configure any of the settings in the ZMF Explrorer 
If you have a profile located in the homedir/.zowe/zmf folder and it is not then showing in the tree structure, when you click on the ZMF icon in the veritical action bar, then that also might again suggest an install issue. 
Please send the logs. The log will provide a level of information that will depend on what log level you set in the Settings.  
Are any of your colleagues havbing a similar issue? 

I would also add that a new version of the cli and the Explorer will be released shortly in support of zowe V2 that totally replaces the existing profile structure and removes the zowe Secure Credential Store usage. All profiles will need to be recreated in the V2 style.

zowe V2 is due to be released GA next week  of the 25th April.

You may also want to try uninstalling the zowe SCS plugin and hardcode your userid and password in the profile and see if that makes any difference. to the Explorer. As I mentioned zowe have done away with the SCS plugin and adopted an entirely new approach.

How do I copy the profile into the Zmf extension?

You don't. The Explorer simply uses the existing profile from the homedir/.zowe/zmf/ folder.

The issue is that it appears that none of the icons appear to do anything as you reported the "command zmf.newProfile not found''. That is a fundamental VSCode problem not being able to locate the respective routine.