By design (to be PCI compliant) the card security code is not displayed on the order view, because that would mean it could be printed, which is forbidden by PCI rules.  You can view the number however on the "Billing" tab while viewing the order.

If you are using an older version, you may need not see it and may need to add this line below to your web.config's appSettings section for the card code to actually get saved:

<add key="savecardcodes" value="ON" />

Keep in mind, this is all by design because the credit card companies do not allow you to store this number anymore, ever.  You should only be using card codes with real-time processing, in which case PDshop does not save the number it is discarded immediately after the transaction goes through.