Normally a Codex appears when you skulljack an ADVENT Officer. It will spawn on the same turn.
Stun Lancers can be nasty - they can knock unconscious a perfectly healthy unit (this is at least so on the Legend difficulty). Their melee attack can be disabled, if you disorient them with a flashbang or set them on fire. In my opinion this enemy unit must be a priority if he can reach your units with the stun prod. He can outrun and hit any XCOM unit due to having 14 mobility (12 on easy). On the low side is his low hitchance - only 65% - but his melee attack gets +10% Aim bonus. If you can't kill him before he gets to your squadmates, try assisting a most likely target with Specialist's Aid Protocol (grants +20 Defense) and hunker the soldier down (gives +30 Defense and also 50% Dodge chance for halved damaged -- don't know if Dodge has a hidden mechanic of disabling or reducing negative status effect chances); however, enemy might re-prioritize the initial target to someone else reachable with less defense.
XCOM 2 is a tough game: I learned that in my first playthrough ... and afterwards, too! ;)
If you would need to know anything else about the game, don't hesitate to post questions here or in any other thread - I will try to answer to the best capacity of my knowledge. :)
