Did you get the digital download or the cd ? oh sorry probably digital.
I have the cd version and this worked for me :
Go to their main site:
http://www.square-enix.com/

Log in with your SE account
Click on profile, settings, link accounts and link your PSN account.

On PS3 go to account management, redeem codes
Put in the code on the back of the pamphlet not the one from the little paper
Download the client if you havent
When finished click on the client and follow the prompts, that should get you in.

Go to the Mogstation and get what service