Prepare
First, make sure you have Mathematica (R) installed in your machine. Any version of mathematica from version 9 would work. Next, open a Mathematica Notebook, copy the following command there and run it**.
Import["https://github.com/effExTeam/CoDEx-1.0.0/raw/master/install.m"];
InstallCoDEx[]
**We have shamelessly modified the installer for FeynRules. Cheers to its developers!