Create a new sequence by control-clicking in your Browser and selecting "New Sequence" from the drop-down menu that appears. You can also choose "File" > "New" > "Sequence," or press Command-N.
Name your sequence. This sequence will contain your project with the burned-in timecode, so give it a name you will be able to identify later.
Go to "Sequence" > "Settings" with your old sequence selected. Note your sequence settings.
Open your new sequence and examine its settings as well. Make sure it matches the settings of your old sequence.
Drag your old sequence from the Browser or Viewer into your new sequence. This creates a nested sequence, which allows you to treat your entire project as one clip instead of many.
Select the clip.
From the "File" menu, choose "Video Filters" > "Video" > "Timecode Generator" or "Timecode Reader." "Timecode Generator" allows you to choose the frame rate you wish to generate, while "Timecode Reader" always uses your projects native frame rate.
Drag the timecode bar that appears on your media to a convenient place in the frame.
Choose the "Effects" tab in the Viewer to view and adjust the timecode parameters, such as the start time, if desired.
Render your sequence.
Export your sequence in a format of your choice. The timecode effect will be burned into your exported video.