I don't know what you did, but it seems you did the correct things.
Go to the game settings > Ocarina : enable.
save the settings
go to the Ocarina menu and enable the cheats you want to use, then Generate the gct file that will be used by the game to apply your selected cheats.
It should be enough.
There are more thing you need to know :
- some codes doesn't work with some other codes (conflicts)
- Some codes need manual edition (they have place holder where you need to edit in a text editor to add the value you want, for example "unlock an item xxxx" you need to replace xxxx by the item number you want to unlock
- Some codes need a specific Hook type. By default it's using VBI (vertical synch). Some games need another one (for example Joypad, etc.)
for all these 3 things, you need to go to geckocodes website and look at the cheats you want to enable.
If they have some comments or a specific hooktype required.
I wanted to take a look for you, but it seems there are a lot of different Call of Duty games. So I don't know which one you have.