What are some features of an IDE, which I can not have when using a text editor? More precisely why should I use Visual Studio, instead of VS Code or Atom?

Language dependant, the support of the build system is sometimes better (e.g. for C++ and .NET, I think). If you are happy with your current editor there is no need to change.

Usually IDEs come out off box with everything you need to start coding, syntax highlighting, autosuggestions, autoformat etc. Ofcourse in most of todays editors you can install plugins for that, but there everything is already setup and preconfigured according to best practices.

One thing that comes on top of my head which IDEs usually have and editors not are debbugers. Usually these aren't so important in web world (atleast not to me), but in for example, C/C++, C#, Java I think they're out of life importance if you want to be quick and productive.

Usually IDEs will also recognize code smells and provide solutions for them.
Alt+Enter in Jetbrains' IDEs (or ReSharper for Visual Studio) is the most awesome feature ever.

I personally miss certain debugging features like different number radices or comfortable viewing of register contents most. Both are possible in VS Code, just not as well-integrated as in Eclipse or Keil MDK.

Typically debuggers come to mind, but then I can read an error log so 🤷‍♂️.

However IDEs are generally language specific, so if you're like me and jump between multiple languages and projects, an editor with workspace based plugins becomes Essential and also reduces the number of plugins I need enabled at once.