from what little I understand, the EMU itself would have to be coded to accept the code devices (Game Genie and Pro Action Replay being the primary methods for most consoles frequently emulated) What I can't understand is why, if these codes are such commonplace on PC based emulators, then why can't they be there on DS ones?
(For the record, the only emulator I know of with code support is the one for the Sega Master System/Game Gear)