I printed this model with the main parts in PETG (.20mm layers, 4 perimeters, 6 layers top & bottom, 20% infill, no supports (except the Peg Cover) ) and the pegs in PLA. The 3MF files are included with print details. 

Main points:

Game Board: I used color changes at the top & bottom 5 layers to add some highlights. (Title down, peg holes up). The fit into the Storage case is tight - you may need to lightly sand the edge of the board and the slots on the case to get it to slide freely ( I also lightly greased the slides to get smooth movement.) The board should slide with a little resistance so it doesn't fall out easily. I also smoothed the peg holes with a Dremel tool to remove any roughness.

Peg Cover: print on the wide side with support enforces on the two legs.

Pegs: print upside down (larger flat side down - see 3MF file). Print batches of 20 Code Pegs in 8 different colors. Print 25 Key Pegs in white & in black (or red) - I printed these in smaller batches as one may break loose while printing and spoil the batch. you can use brims to stabilize them, but that adds post processing.

Post processing: a little sanding may be needed to get everything moving freely.

You can find the rules with Google.

(hat tip to Otto - I used his model as inspiration while designing this one)