New Stuff:
Press ~ to bring up the dialog box, then put:

give <item> <amount>

but wihout the < and >. Example:
give greasegun 1

items for this:
greasegun
Colt45
machinegun
gresegunammo
machinegunammo
Colt45ammo
 

Various Cheats:
To enable the cheat codes start a new game and press the ` (tilde) key type in "Developer 1" without the quotes and press enter, then press the ` (tilde key) again. Exit your game and go into the Setup menu and configure the Keyboard you will need to scroll down to the cheat codes and assign keys the cheat commands.