My code was printed on a slip of paper packed in with my game, along with the tiny instruction booklet. I had heard that all first runs of the game would have it included. Not sure if they have already stopped packing it in.
I must say though, the blimp kind of sucks. I maybe used it once or twice. When compared to all the other forms of travel, the blimp isn't too fun or useful.
Edit: Here's a link to a pic of it http://i.imgur.com/1plpwn2.jpg