If you haven't already done this you'll see the message 'Dolphin could not find any Gamecube/Wii ISOs or WADs. To get started the first thing you will have to do is point the Dolphin Emulator to the folder that you store all of your game ISOs in. Using Action Replay and Gecko codes on the Dolphin Gamecube emulator is thankfully pretty straight forward.
How to Use Action Replay & Gecko Codes on Dolphin Gamecube Emulator