Needless to say they won't work in multiplayer mode. You are not able to advance the level anymore once you enable cheat codes, unless you play the mission again without enabling cheats. Here are the cheat keys. This can be actually labeled differently on your keyboard, depending of your countries keyboard layout. It's always the key left next to the 1 key.
G marks all primary goals complete.
I toggles invulnerability. W gives the player infinite weapons.