I can run commands from terminal such as "FDX force:data:query -q "SELECT Id FROM Account" and from the query builder but can seem to run from the .soql script tab. From command pallette I cannot see the command "SFDX: Execute SOQL Query with Currently Selected Text "

When I click on the output tab and select SOQL extension I get the "INFO: No default org found. Set a default org to use SOQL Builder. Run "SFDX: Create a Default Scratch Org" or "SFDX: Authorize an Org" to set one." and "SFDX: Authorize an Org" is not available as a command. 

I want to be able to execute SOQL queries.