It seems to me that once in the open menu, you choose your game, then instead of launching it directly, you press B to launch Code Breaker. There, you choose your codes in the game, select them, and they should appear in pink (or red), while the ones you haven't selected remain white. Once done, you go back to the Code Breaker menus and click Start Game, and your game should launch with the codes. Be careful, you obviously won't be able to save.
There you go, if I'm not mistaken, that's the procedure for CB.
I made a short tutorial in French on my website, but you'll have to use Google Translate
https://dreamcastfrench.com/2024/08/31/ ... e-breaker/