Add timecode to movie on export?

How can I add a timecode to the file when I export it?

It will automatically get the TC added as it is shown in the timeline.
Or are you thinking about individual clips?

I have a bunch of small 20 second videos that are all on the same timeline. I am exporting each one as a separate video (they're all for social media) in order to send to my client. I want to embed a timecode on each video. How can I do that?

I'm not sure, but try setting the TC in Clip Attributes and test if it survives.

How can I add a timecode to the file when I export it?

In case you're meaning a visible timecode burnt in to the output video, select menu Workspace -> Data Burn-In

Note, the Resolve 14 manual incorrectly says it's under the View menu.
Edit: That's been corrected in the latest V14 manual.

The TC doesn't display when you export the video using Burn In. Is there something I am missing?

The TC doesn't display when you export the video using Burn In. Is there something I am missing?

Look under "Advanced Settings" under "Video" in the Deliver tab. There's an option for Data Burn-in.

Might be a dumb question, but is it activated on the Deliver Page?