The 3D Secure code is a way of verifying a payment online. It is a security feature that protects users against payment card misuse. Without 3D Secure verification the payment will not go through.
Your bank redirects you to the 3D Secure verification page. The redirect happens after you enter your card details into the payment gateway.
3D Secure verification can take several forms. The particular form is decided by the bank. Most often it is:
confirming the transaction with an SMS code on a dedicated page
Confirming the transaction with an SMS code happens mainly when the customer does not have a smartphone and does not use mobile banking.
confirming the transaction in internet banking
If the customer has a smartphone with mobile banking installed, the transaction is confirmed in that app (for example with a PIN or a one-time code).