I downloaded using the code successfully but I'm wondering where they show up in the game? Or is it only for Elder Scrolls Online?

I've never heard of it, so it isn't a Skyrim DLC. Maybe ESO, don't know anything about that. You sure you don't mean Dragonborn?

ESO only, that costume set is purchasable in ESOs crownstore.. although given http://files.elderscrollsonline.com/cms/2016/04/22908cf2770cb22bb8fdb96a29bf6ab9.jpg?_ga=1.75910237.914072935.1482889238, it seems to mostly just be a cosmetic set made to look like the Trailerborn, so the appearance could easily be achieved with Skyrim vanilla armors

The code is not for Skyrim, but for http://www.elderscrollsonline.com/en-us/agegate.

Correct. It's just a cosmetic costume. You also get a horse, which is very handy for any new ESO players.