The Auth-Code or EPP code is a code that is used to transfer a domain from one provider to another. As if it were a domain password, without which the domain cannot be transferred.
Some providers (such as SupportHost) provide this code directly from the client area, others send it by email and others still have to be requested by ticket. This code is your property and the provider cannot refuse to provide it to you.
If you want to request an Auth-Code or EPP code from SiteGround you can do it through their customer area, and they will send it to you by email.
Login to the SiteGround customer area, then click on My Accounts -> Domain names.
Now scroll down and click on Manage next to the domain to make your request for Auth-Code or EPP code at SiteGround.
Now scroll down to the "Get EPP code" section and click on "send".
You will see a confirmation message and should receive the Auth-Code or EPP code within 24 hours on your email, as indicated in the confirmation message.