The key will show up at the very beginning, just press start, and ONLY press four keys at a time. Make sure you count how many times you pressed a button, so you don't end up messing up the game!
Nothing happens after you enter the right code, this is just for fun. As a side note, you may have to press the last key you pressed to get the code right, even if the "keypad-key pressed" list says you inputted the right code.