I actually was impressed with the books. The manga was alright, but since the artist of the manga dropped the project we'll never know what happens in Code: Lady. I am forever a sad panda. :/
In the first book it's about Dante's events before the first DMC1 game, and of course takes place not to far after the 3rd game. In the first one he's a mercinary who's trying to hide what he really is and is sorta trying to let go of things that has happend in the past. This is all I can really say to keep from ruining it. I'm sure someone here can give you a better synopsis.
For the 2nd book, it takes place before the events in DMC2. I actually liked the female character in the 2nd book and wished they would have taken the story of the 2nd novel and made that the game. It's about a young woman named Beryl asking for Dante's assistance in finding a statue called 'The Beast Heads' that holds a dangerous dark power and also connects to Dante as well.
This is really all I can say without ruining anything. I sorta hope this helps. ^^;
They are worth the read though. <3