As long as all of the components in the App_Code folder are in the same language then you don't have to do anything special. However, if you want place components written in different languages - for example C# and VB.NET, then you need to place components in different languages in different subfolders. You also need to modify the web.config file to recognize the different subfolders.
Web.Config
<configuration>
<system.web>
<compilation>
<codeSubDirectories>
<add directoryName="VBCode" />
<add directoryName="CSCode" />
</ codeSubDirectories>
</ configuration>
</ system.web>
</ compilation>