You need to create a new data connection to the Product list. That connection must include the Product Code and the Unit Price. Let's call it ProductPriceList.
Then create a rule on the Product Code drop-down that fires when the Product Code changes.
The actions of the rule are:
- set a field's value: ProductPriceList data connection > Query fields > Product Code to the value selected in the Product Code control
- query the ProductPriceList data connection. The data connection will now return just the one record for the matching product code.
- set the Unit Price field in the current form to the Unit Price from the Data Fields of the ProductPriceList data connection.
Edit for clarification: Make sure you set the field view to Advanced View. Here is a screenshot of a secondary data connection to a SharePoint list. It has different fields than yours but the same principle applies. Just imagine that instead of State, Region and ID it says ProductCode, UnitPrice and ID.

You should see your Product Code and Unit Price fields in both the queryFields and the dataFields nodes.
In the first action of the rule you need to set the value of the Product code in the upper node, the queryFields.
Then query the data source. That will return all items with that product code to the dataFields node. If the product code is unique, it will return only one item, and that is the item you want.
Now set the value of current form's Product Code field. Set it to the Product Code from the dataField node.