There is a specific place where you browse for a file to be uploaded (zip with source code), but you can do it later. The source code should be submitted to CodeProject, so you need to use appropriate field of a Web form anyway. You can always link any source outside CodeProject, but the readers normally expect that the main code of the article should be found on CodeProject.
Best way to post an article is through the submission wizard http://www.codeproject.com/script/Articles/Start.aspx
It can seem a bit tricky at first, so look at all fields thoroughly when posting — you will find every feature you need. If you have a problem or feel there is a bug, post this issue here: http://www.codeproject.com/Forums/1645/Site-Bugs-Suggestions.aspx