Yes it is through Data Exchange. The only exception is Generic Relations and Generic Relations Groups that though they appear under Codes/General are entirely different entities and due to OVSD internal design not able to be imported through Data Exchange.
The code list is associated with CIs. So if I create a form for the code list, it has to contain all the mandatory fields of a CI and they have to have values but you can't just import values into code lists anyway...
I am not sure what you eman when you say you cannot import code lists; if you importing a CI and you include a code list value that is not defined, it puts it in for you; in fact one of my first attempts years ago I ended up with a whole load of values I did not want!
If you want just to take in the code, first set up a template for the code; then create an import mapping using this template.
Code is an entity. So you can import values for codes just the same with almost any other entity. If the codes are linked to CIs then in your import mapping first you must import the code values and then the CIs.