Sorry, I just saw this. I wrote stravalib, so I can help, though it sounds like Dan answered this for you already.
I should make the comment a little more specific. Basically, the "code" parameter is something that Strava will append to the redirect URL as a query string parameter. This means you need to be running a webserver / web application. In my example, I am assuming that you are running a python web framework and you would use whatever mechanism that framework exposes to get the value for the "code" query parameter. Once you have the code, you perform that next step to exchange it for the more-permanent authorization token. Once you have the token, you can just keep that (e.g. in a database) and use it for all future requests [for that athlete].
Hope that helps!
Hans