It's not clear from your question how you're storing the DCPs. It seems like you might be storing them in the database, in which case the code will indeed not be executed.
To execute code in DCPs you must either:
- Use REL instead of JSP as your execution language
- Publish the DCPs to the file system
Can you share your storage configuration?
UPDATE
Since they're in the database, the easiest thing to try is using REL. If the code you're executing is generated by Tridion (i.e. dynamic linking), then REL will work out of the box - all you have to do is change the CT output type to REL instead of JSP.
If there is additional custom code that needs to be executed, then you may consider creating your own REL tag (some examples here: http://jaimesantosalcon.blogspot.nl/2011/02/tridion-2011-ga-content-delivery.html) OR store the DCPs in the file system.