Is it possible at all? Where can I find the codes required to do it?
You hover the mousepointer over your username in the menu at the top of the screen so that a contextmenu appears.
There should be something like "Games (300)" (in german it’s Spiele and the number of games you own on GOG). Click that to go to your game library. Click on the game in question or use the search function to find it (e.g. for me the Europa Universalis game For the Glory). Click the picture of that game to see all the content of that game that you own.
In the top row of that game there should be your system (e.g. Windows), language (e.g. english) and "more".
Click "more" and in the appearing menu for me the 2nd from the top was "CD-Keys" and once clicked the key for the game.
If you haven’t done already create an account on the Paradox forum https://forum.paradoxplaza.com/forum/index.php?forums
and then click the button at the top "Register a Game" which will bring you to https://accounts.paradoxplaza.com/redeem
where you can enter / copy&paste the key of the game you want to register.