Online codes are never sent for GameFly rental games. Those codes are reserved for members who buy the game used or chose to use the "keep" option. If you buy or keep a used game from GameFly you will be sent the case, manual, and anything else that was included with the original game (such as online codes.) Otherwise if a game requires an online code you either don't play online, buy the code from your console's marketplace, or take advantage of the trial passes some games offer.

Good luck and good gaming.