How do I make use of the code? Where do I code it?
Go to Arduino.cc
Click Downloads, to install the software on your PC
Connect the Arduino board by USB
Select some code from the Examples folder, and play with it.
It really is so easy that even I can do it. I'm that guy who can code a bit, but I really hate setting up the environment in which to code. It all seems to 'just work'. This is why the Arduino project was started, as a service for those who don't want to load hex files onto the bare metal of an MCU.
All you need to do is go HERE and download the Arduino IDE.
Once done, plug your Arduino into the computer using a USB cable. You'll be able to then write the code in the IDE environment. Once done, you just click the "Upload" button, and the code will compile and upload it to the Arduino.
If there are any errors in the code, the IDE will flag them up for you to fix before uploading.
The Arduino website is full of tutorials and tips, and Arduino is one of the most well supported beginners devices around, so finding new code to play with or getting help on how to get things working should be easy enough in the Arduino forums, or even here on the Arduino stack exchange.
There are even built in examples you can work from in the IDE too.
Just go to the arduino website and download the IDE.
Nice and simple. Plug in to your computer with a USB cable and you're good to go.
If you want ideas on how to write your code, you can use the File tab, then go to examples and choose any of them. It will load pre-written code that you can upload to your arduino. You can use these as a base to work from.