Use a função FIND_IN_SET :
SELECT e.*
FROM EMPLOYEE e
WHERE e.code in (1,3,2,4)
ORDER BY FIND_IN_SET(e.code, '1,3,2,4')
Ou use uma instrução CASE:
SELECT e.*
FROM EMPLOYEE e
WHERE e.code in (1,3,2,4)
ORDER BY CASE e.code
WHEN 1 THEN 1
WHEN 3 THEN 2
WHEN 2 THEN 3
WHEN 4 THEN 4
END
