You'll need a game-shark or other cheat code device. The game itself does not have cheat codes. A game-shark (or game-genie, or whatever) replaces the games original programming with the cheat code data. when the game-shark is inserted into the console, the console will jump to the code screen before actually starting the game.
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If you are using the emulator. There should be button at the top that allows you to enter the cheat code. By the way you know that you need a master code. That can be found in a cheat website.
Maybe you put in a cheat code before that happened and messed it up. If not, you could enter the Game ID into the GameShark (That's what it is called for GBA.) and add a bunch of cheat codes if you wish. It may take awhile.
You Get a game shark for your Gameboy or Gameboy advanced
CodeBreaker is a cheat device which is used to put cheats in a game.So there.