Pull up the options tab and go the modding section. Look for a box called Custom Save Data. You have to paste the character code into there using CTRL V (paste) or CTRL C (copy) to take a custom code out. Right clicking and then copying/pasting will NOT work.
Next time, please post in the correct section. The section you posted in is for in game dialogues. No big deal, but if you post in the correct section (help board you (should) get your answer much quicker.