I am using VisualBoyAdvance Emulator Version 1.8.0
you go to Cheats>Cheat List Then Click Code Breaker.
Put a title in the cheat using the Description and Paste the Cheat Code in the Code. If the cheat is acceptable, it should be save without an error. However, if the code you entered is missing something, even one letter, the code will not be accepted.
And make sure to try all the Master Codes since some cheat require a specific MC.
Hope I help.