I am obtaining the following error in on Oracle SQL Developer:

Error starting at line 1 in command:
    ALTER TABLE AEROPUERTO ADD CONSTRAINT AEROPUERTO_FK FOREIGN KEY (CODIGO_CIUDAD) REFERENCES CIUDAD(CODIGO)

Error report:
    SQL Error: ORA-02298: cannot validate (SYSTEM.AEROPUERTO_FK) - parent keys not found
    02298. 00000 - "cannot validate (%s.%s) - parent keys not found"
    *Cause:    an alter table validating constraint failed because the table has
               child records.
    *Action:   Obvious

Why?

You will find records in AEROPUERTO that could indicat records that don't appear in CIUDAD.

To discover which records of AEROPUERTO obtain that type of problem:

select * from AEROPUERTO where CODIGO_CIUDAD not in (select CODIGO from CIUDAD)

When the result set isn't empty, you do have orphanaged records. You will need to add the missing CIUDAD records to be able to produce the AEROPUERTO_FK foreign key, or update all of the erroneous AEROPUERTO.CODIGO_CIUDAD to null (if this sounds like a nullable area, however, you will forfeit the town information for individuals airport terminal records).