Copy the authorization code.Where it is sufficient to copy?

When using the OAuth 2 app authorization flow without a redirect URI, as is being done in the sample and screenshot you posted, the authorization code is that string in the text box on the Dropbox site, and needs to be copied into the app to finish the flow. 

This line reads the authorization code from the console (where the user needs to paste it):

String code = new BufferedReader(new InputStreamReader(System.in)).readLine().trim();

And then this line passes it to the finish method to finish the app authorization flow:

DbxAuthFinish authFinish = webAuth.finish(code);

The documentation for that method can be found here:

https://dropbox.github.io/dropbox-sdk-java/api-docs/v1.8.x/com/dropbox/core/DbxWebAuthNoRedirect.html#finish(java.lang.String)

There's also an OAuth guide here that may serve as a useful reference:

https://www.dropbox.com/developers/reference/oauth-guide