...I have to admit that I haven't seen Wreck-it Ralph, so if I say anything that doesn't fit the nature of these characters, just ignore it.

I'd like to evoke the geth from the Mass Effect video game franchise. Geth are essentially self-aware computer programs that are uploaded into servers or mobile platforms for various purposes. Like the characters you described, geth are "just code" as well and can't exist like we do in the Real World; they are confined to computers.

You could find a way to isolate the characters' data, save it somewhere, and later release them in a HQ computer-- or even in a robot body if DoSAT is given the materials and motivation to build it. You just gotta watch out for the computer's battery life.

...that in the canon itself, at least some of the characters are aware of the fact that they're code. It was the concept at the heart of why Ralph destroyed Vanellope's car upon King Candy saying "glitches can't exit the game", remember?

At any rate, though, I'm with AdmiralSakai on his particular solutions, though I don't know what would work for Wreck-It Ralph. One thing I can think of is to actually have the character inhabit a specialized arcade cabinet developed by DoSAT that can plug into the wall, and then their partner can plug a mobile gaming console or something like that into the wall so that the WIR characters can sort of tag along for missions, and then take the shenanigans from there. (After all, Ralph was able to get into two games with vastly superior graphics via walking through the outlets, right?) It's just a possibility, though, so take it with a grain of salt.

I was initially going to go with the last because I couldn't imagine how knowing or not knowing you were digital would change that fact, but actually it matters quite a lot- video games are not, internally, related to computers in any way, so Azeroth is just as "real" as Middle Earth.

Therefore, I think whatever rules apply in-universe would apply here- if they can't enter the physical world in any way in canon, they cannot do so in Headquarters either...

BUT this can easily be changed for authorial convenience- running them through the laser from Tron or a Star Trek mobile hologram emitter could make them tangible.