Students must register for Edpuzzle accounts before they can add themselves to your class. When you send them your class code or link, they will be prompted to log in to their account, or sign up if they don't have one.
Attached to this article is a PDF download that you can send to your students. It shows them exactly how to register for Edpuzzle accounts and add themselves to your class. Feel free to download and share with your students!