It depends on what kind of a code it is. Usually if you get any kind of link code from a Roku device or a channel/app, it will tell you where you need to enter it.
For example, the my.roku.com/link is shown at the top of this forum. However, linking to Amazon, netflix, etc, use URLs pointing to those companies (eg: amazon.com/something, netflix.com/something etc.)
Take care to enter these links EXACTLY as displayed and do not search or accept browser suggestions.